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% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,485 CHF | 504,985 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,566 CHF | 505,066 CHF | 97.39% | 97.39% |
06/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,658 CHF | 505,158 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,588 CHF | 505,088 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,422 CHF | 503,922 CHF | 99.34% | 99.34% |
30/04/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,956 CHF | 504,456 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,941 CHF | 505,441 CHF | 99.37% | 99.37% |
26/04/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,723 CHF | 505,223 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,775 CHF | 504,275 CHF | 97.55% | 97.55% |
24/04/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,463 CHF | 504,963 CHF | 99.07% | 99.07% |