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% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,401 CHF | 511,901 CHF | 98.26% | 98.26% |
07/05/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,148 CHF | 510,648 CHF | 99.43% | 99.43% |
06/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,372 CHF | 511,872 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,357 CHF | 509,857 CHF | 100.00% | 100.00% |
02/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,508 CHF | 511,008 CHF | 100.00% | 100.00% |
30/04/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,173 CHF | 509,673 CHF | 99.23% | 99.23% |
29/04/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,631 CHF | 505,131 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,951 CHF | 505,451 CHF | 99.68% | 99.68% |
25/04/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,528 CHF | 504,028 CHF | 100.00% | 100.00% |
24/04/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,795 CHF | 507,295 CHF | 99.77% | 99.77% |