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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,491 CHF | 501,991 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,494 CHF | 501,994 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,298 CHF | 501,798 CHF | 99.92% | 99.92% |
02/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,234 CHF | 501,734 CHF | 100.00% | 100.00% |
30/04/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,257 CHF | 501,757 CHF | 95.93% | 95.93% |
29/04/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,297 CHF | 501,797 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,200 CHF | 501,700 CHF | 100.00% | 100.00% |
25/04/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,905 CHF | 501,405 CHF | 100.00% | 100.00% |
24/04/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,419 CHF | 501,919 CHF | 100.00% | 100.00% |
23/04/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,111 CHF | 501,611 CHF | 100.00% | 100.00% |