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% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,413 CHF | 510,913 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,840 CHF | 512,340 CHF | 94.78% | 94.78% |
06/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,222 CHF | 512,722 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,350 CHF | 511,850 CHF | 99.29% | 99.29% |
02/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,367 CHF | 511,867 CHF | 99.38% | 99.38% |
30/04/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,197 CHF | 512,697 CHF | 99.38% | 99.38% |
29/04/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,808 CHF | 513,308 CHF | 99.37% | 99.37% |
26/04/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,305 CHF | 512,805 CHF | 99.37% | 99.37% |
25/04/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,300 CHF | 512,800 CHF | 99.37% | 99.37% |
24/04/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,054 CHF | 513,554 CHF | 99.37% | 99.37% |