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 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,805 CHF | 505,305 CHF | 100.00% | 100.00% |
07/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,770 CHF | 505,270 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,581 CHF | 505,081 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,304 CHF | 504,804 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,093 CHF | 504,593 CHF | 99.83% | 99.83% |
30/04/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,723 CHF | 505,223 CHF | 95.93% | 95.93% |
29/04/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,598 CHF | 505,098 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,367 CHF | 504,867 CHF | 100.00% | 100.00% |
25/04/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,824 CHF | 504,324 CHF | 99.90% | 99.90% |
24/04/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,159 CHF | 504,659 CHF | 100.00% | 100.00% |