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 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,731 CHF | 506,281 CHF | 98.26% | 98.26% |
07/05/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,937 CHF | 506,483 CHF | 99.45% | 99.45% |
06/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,050 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,042 CHF | 100.00% | 100.00% |
02/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,047 CHF | 100.00% | 100.00% |
30/04/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,733 CHF | 506,283 CHF | 99.23% | 99.23% |
29/04/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,513 CHF | 506,061 CHF | 100.00% | 100.00% |
26/04/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,524 CHF | 506,074 CHF | 99.44% | 99.44% |
25/04/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,452 CHF | 506,002 CHF | 100.00% | 100.00% |
24/04/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,995 CHF | 505,545 CHF | 99.75% | 99.75% |