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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,804 CHF | 504,304 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,801 CHF | 504,301 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,829 CHF | 504,329 CHF | 97.35% | 97.35% |
06/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,799 CHF | 504,299 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,736 CHF | 504,236 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,040 CHF | 503,540 CHF | 99.34% | 99.34% |
30/04/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,356 CHF | 503,856 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,092 CHF | 504,592 CHF | 99.38% | 99.38% |
26/04/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,012 CHF | 504,512 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,675 CHF | 503,175 CHF | 97.54% | 97.54% |