Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,455 CHF | 504,955 CHF | 98.83% | 98.83% |
10/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,471 CHF | 504,971 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,484 CHF | 504,984 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,617 CHF | 505,117 CHF | 97.35% | 97.35% |
06/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,082 CHF | 504,582 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,326 CHF | 504,826 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,290 CHF | 504,790 CHF | 99.34% | 99.34% |
30/04/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,542 CHF | 505,042 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,851 CHF | 505,351 CHF | 99.38% | 99.38% |
26/04/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,588 CHF | 505,088 CHF | 99.38% | 99.38% |