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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,509 CHF | 506,009 CHF | 99.37% | 99.37% |
06/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,750 CHF | 506,250 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,750 CHF | 506,250 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,745 CHF | 506,245 CHF | 99.38% | 99.38% |
30/04/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,935 CHF | 506,435 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,012 CHF | 505,512 CHF | 98.52% | 98.52% |
26/04/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,228 CHF | 505,728 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,247 CHF | 505,747 CHF | 96.35% | 96.35% |
24/04/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,668 CHF | 506,168 CHF | 99.37% | 99.37% |
23/04/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,662 CHF | 506,162 CHF | 99.38% | 99.38% |