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% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,983 CHF | 508,483 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,391 CHF | 505,891 CHF | 94.75% | 94.75% |
06/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,151 CHF | 505,651 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,620 CHF | 505,120 CHF | 99.37% | 99.37% |
02/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,817 CHF | 504,317 CHF | 99.38% | 99.38% |
30/04/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,047 CHF | 504,547 CHF | 99.37% | 99.37% |
29/04/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,515 CHF | 505,015 CHF | 99.37% | 99.37% |
26/04/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,066 CHF | 504,566 CHF | 99.37% | 99.37% |
25/04/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,050 CHF | 503,550 CHF | 99.36% | 99.36% |
24/04/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,176 CHF | 503,676 CHF | 99.37% | 99.37% |