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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,483 CHF | 506,483 CHF | 98.13% | 98.13% |
07/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,902 CHF | 507,902 CHF | 99.44% | 99.44% |
06/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,959 CHF | 503,959 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,502 CHF | 503,502 CHF | 99.99% | 99.99% |
02/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,260 CHF | 502,260 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,232 CHF | 499,232 CHF | 99.59% | 99.59% |
29/04/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,639 CHF | 498,639 CHF | 99.80% | 99.80% |
26/04/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,740 CHF | 496,740 CHF | 99.44% | 99.44% |
25/04/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,012 CHF | 496,012 CHF | 100.00% | 100.00% |
24/04/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,955 CHF | 494,955 CHF | 99.50% | 99.50% |