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 | 0.40% | 100.50 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 504,500 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 505,000 CHF | 98.26% | 98.26% |
07/05/2024 | 0.20% | 100.70 % | 100.90 % | 500,000 | 500,000 | 499,740 | 499,740 | 503,238 CHF | 504,237 CHF | 99.64% | 99.64% |
06/05/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 505,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 100.50 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,512 CHF | 504,512 CHF | 99.99% | 99.99% |
02/05/2024 | 0.40% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,511 CHF | 504,511 CHF | 100.00% | 100.00% |
30/04/2024 | 0.40% | 100.50 % | 100.90 % | 500,000 | 500,000 | 499,669 | 499,669 | 502,326 CHF | 504,326 CHF | 100.00% | 100.00% |
29/04/2024 | 0.40% | 100.50 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 504,500 CHF | 100.00% | 100.00% |
26/04/2024 | 0.40% | 100.50 % | 100.90 % | 500,000 | 500,000 | 499,972 | 499,972 | 501,982 CHF | 503,981 CHF | 99.69% | 99.69% |
25/04/2024 | 0.40% | 100.40 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 504,000 CHF | 100.00% | 100.00% |