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% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,465 CHF | 506,965 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,271 CHF | 507,771 CHF | 99.38% | 99.38% |
06/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,151 CHF | 503,651 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,818 CHF | 502,318 CHF | 99.36% | 99.36% |
02/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,259 CHF | 501,759 CHF | 99.38% | 99.38% |
30/04/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,748 CHF | 502,248 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,917 CHF | 502,417 CHF | 98.52% | 98.52% |
26/04/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,344 CHF | 501,844 CHF | 99.37% | 99.37% |
25/04/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,730 CHF | 502,230 CHF | 96.35% | 96.35% |
24/04/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,399 CHF | 502,899 CHF | 99.37% | 99.37% |