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 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,259 CHF | 510,759 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,259 CHF | 510,759 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,378 CHF | 510,878 CHF | 99.37% | 99.37% |
06/05/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,482 CHF | 510,982 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,059 CHF | 510,559 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,907 CHF | 510,407 CHF | 99.38% | 99.38% |
30/04/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,311 CHF | 510,811 CHF | 99.38% | 99.38% |
29/04/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,342 CHF | 508,842 CHF | 98.52% | 98.52% |
26/04/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,491 CHF | 508,991 CHF | 99.38% | 99.38% |
25/04/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,353 CHF | 508,853 CHF | 96.36% | 96.36% |