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% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,151 CHF | 504,651 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,247 CHF | 504,747 CHF | 97.35% | 97.35% |
06/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,290 CHF | 504,790 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,228 CHF | 504,728 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,182 CHF | 503,682 CHF | 99.35% | 99.35% |
30/04/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,611 CHF | 504,111 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,534 CHF | 505,034 CHF | 99.38% | 99.38% |
26/04/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,409 CHF | 504,909 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,518 CHF | 504,018 CHF | 97.55% | 97.55% |
24/04/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,211 CHF | 504,711 CHF | 99.07% | 99.07% |