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 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,507 CHF | 509,007 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,675 CHF | 509,175 CHF | 97.36% | 97.36% |
06/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,477 CHF | 508,977 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,346 CHF | 508,846 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,973 CHF | 508,473 CHF | 99.34% | 99.34% |
30/04/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,090 CHF | 508,590 CHF | 99.38% | 99.38% |
29/04/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,677 CHF | 508,177 CHF | 99.38% | 99.38% |
26/04/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,405 CHF | 507,905 CHF | 99.38% | 99.38% |
25/04/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,512 CHF | 508,012 CHF | 97.55% | 97.55% |
24/04/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,024 CHF | 507,524 CHF | 99.08% | 99.08% |