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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,986 CHF | 502,486 CHF | 98.26% | 98.26% |
07/05/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,046 CHF | 99.44% | 99.44% |
06/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,512 CHF | 502,012 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,028 CHF | 502,528 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,493 CHF | 501,993 CHF | 99.99% | 99.99% |
30/04/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,188 CHF | 501,688 CHF | 99.23% | 99.23% |
29/04/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,048 CHF | 100.00% | 100.00% |
26/04/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,790 CHF | 502,340 CHF | 99.69% | 99.69% |
25/04/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,194 CHF | 501,694 CHF | 100.00% | 100.00% |
24/04/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,488 CHF | 501,988 CHF | 99.73% | 99.73% |