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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,490 CHF | 100,098 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,557 CHF | 100,111 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,457 CHF | 100,091 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,256 CHF | 100,051 CHF | 99.59% | 99.59% |
29/04/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,110 CHF | 100,022 CHF | 99.79% | 99.79% |
26/04/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,141 CHF | 499,141 CHF | 99.44% | 99.44% |
25/04/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,323 CHF | 499,323 CHF | 100.00% | 100.00% |
24/04/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,334 CHF | 499,334 CHF | 99.48% | 99.48% |
23/04/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,065 CHF | 499,065 CHF | 100.00% | 100.00% |
22/04/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,102 CHF | 497,102 CHF | 96.56% | 96.56% |