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% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,574 CHF | 507,074 CHF | 98.26% | 98.26% |
07/05/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,499 CHF | 507,045 CHF | 99.43% | 99.43% |
06/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,968 CHF | 507,468 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 507,000 CHF | 100.00% | 100.00% |
02/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,915 CHF | 507,415 CHF | 100.00% | 100.00% |
30/04/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,150 CHF | 508,650 CHF | 99.23% | 99.23% |
29/04/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,675 CHF | 505,175 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,966 CHF | 505,466 CHF | 99.69% | 99.69% |
25/04/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,494 CHF | 504,994 CHF | 100.00% | 100.00% |
24/04/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,393 CHF | 505,893 CHF | 99.77% | 99.77% |