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% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,300 CHF | 510,800 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,282 CHF | 510,782 CHF | 99.38% | 99.38% |
06/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,252 CHF | 510,752 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,766 CHF | 510,266 CHF | 99.37% | 99.37% |
02/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,545 CHF | 510,045 CHF | 99.38% | 99.38% |
30/04/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,702 CHF | 510,202 CHF | 99.38% | 99.38% |
29/04/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,313 CHF | 507,813 CHF | 98.52% | 98.52% |
26/04/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,318 CHF | 507,818 CHF | 99.36% | 99.36% |
25/04/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,088 CHF | 507,588 CHF | 96.35% | 96.35% |
24/04/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,979 CHF | 508,479 CHF | 99.37% | 99.37% |