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 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,757 CHF | 505,757 CHF | 99.86% | 99.86% |
06/05/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,577 CHF | 505,577 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,732 CHF | 504,472 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,103 CHF | 504,103 CHF | 100.00% | 100.00% |
30/04/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,071 CHF | 506,071 CHF | 99.25% | 99.25% |
29/04/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,811 CHF | 505,811 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,096 CHF | 505,096 CHF | 99.69% | 99.69% |
25/04/2024 | 0.99% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,571 CHF | 505,571 CHF | 100.00% | 100.00% |
24/04/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,784 CHF | 507,784 CHF | 99.73% | 99.73% |
23/04/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,499 CHF | 507,499 CHF | 99.99% | 99.99% |