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% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,728 CHF | 510,228 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,335 CHF | 509,835 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,424 CHF | 509,924 CHF | 99.37% | 99.37% |
06/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,877 CHF | 509,377 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,263 CHF | 508,763 CHF | 99.35% | 99.35% |
02/05/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,426 CHF | 507,926 CHF | 99.37% | 99.37% |
30/04/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,962 CHF | 508,462 CHF | 99.37% | 99.37% |
29/04/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,214 CHF | 508,714 CHF | 98.52% | 98.52% |
26/04/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,153 CHF | 508,653 CHF | 99.37% | 99.37% |
25/04/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,596 CHF | 508,096 CHF | 96.34% | 96.34% |