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 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,490 CHF | 505,990 CHF | 99.43% | 99.43% |
06/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,779 CHF | 505,279 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,691 CHF | 507,932 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,803 CHF | 507,303 CHF | 100.00% | 100.00% |
30/04/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,113 CHF | 507,613 CHF | 99.22% | 99.22% |
29/04/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 499,474 | 499,474 | 500,647 CHF | 502,148 CHF | 99.79% | 99.79% |
26/04/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 499,735 | 499,735 | 494,346 CHF | 495,847 CHF | 99.44% | 99.44% |
25/04/2024 | 0.29% | 104.80 % | 105.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,000 CHF | 525,500 CHF | 100.00% | 100.00% |
24/04/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,089 CHF | 508,589 CHF | 99.50% | 99.50% |
23/04/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,028 CHF | 506,528 CHF | 99.73% | 99.73% |