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% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,176 CHF | 501,676 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,109 CHF | 500,609 CHF | 97.35% | 97.35% |
06/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,105 CHF | 500,605 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,081 CHF | 500,581 CHF | 99.36% | 99.36% |
02/05/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,385 CHF | 499,885 CHF | 99.34% | 99.34% |
30/04/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,701 CHF | 499,201 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,488 CHF | 500,988 CHF | 99.38% | 99.38% |
26/04/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,314 CHF | 500,814 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,343 CHF | 499,843 CHF | 97.54% | 97.54% |
24/04/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,984 CHF | 501,484 CHF | 99.07% | 99.07% |