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 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,370 CHF | 504,870 CHF | 100.00% | 100.00% |
07/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,106 CHF | 504,606 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,006 CHF | 504,506 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,858 CHF | 504,358 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,296 CHF | 503,796 CHF | 100.00% | 100.00% |
30/04/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,398 CHF | 503,898 CHF | 95.84% | 95.84% |
29/04/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,556 CHF | 504,056 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,161 CHF | 503,661 CHF | 100.00% | 100.00% |
25/04/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,828 CHF | 503,328 CHF | 100.00% | 100.00% |
24/04/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,253 CHF | 503,753 CHF | 100.00% | 100.00% |