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 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,077 CHF | 508,577 CHF | 99.37% | 99.37% |
06/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,957 CHF | 508,457 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,595 CHF | 508,095 CHF | 99.37% | 99.37% |
02/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,681 CHF | 508,181 CHF | 99.38% | 99.38% |
30/04/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,956 CHF | 508,456 CHF | 99.38% | 99.38% |
29/04/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,754 CHF | 508,254 CHF | 98.51% | 98.51% |
26/04/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,271 CHF | 507,771 CHF | 99.38% | 99.38% |
25/04/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,483 CHF | 507,983 CHF | 96.35% | 96.35% |
24/04/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,252 CHF | 508,752 CHF | 99.36% | 99.36% |
23/04/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,406 CHF | 508,906 CHF | 99.38% | 99.38% |