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 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,175 CHF | 522,175 CHF | 99.43% | 99.43% |
06/05/2024 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,911 CHF | 521,911 CHF | 100.00% | 100.00% |
03/05/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,268 CHF | 521,268 CHF | 100.00% | 100.00% |
02/05/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,501 CHF | 520,501 CHF | 100.00% | 100.00% |
30/04/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,500 CHF | 520,500 CHF | 99.59% | 99.59% |
29/04/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,920 CHF | 520,920 CHF | 99.80% | 99.80% |
26/04/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,489 CHF | 520,489 CHF | 99.69% | 99.69% |
25/04/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,844 CHF | 519,844 CHF | 100.00% | 100.00% |
24/04/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,312 CHF | 520,312 CHF | 99.48% | 99.48% |
23/04/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,031 CHF | 520,031 CHF | 99.74% | 99.74% |