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 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,964 CHF | 505,964 CHF | 98.15% | 98.15% |
07/05/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,888 CHF | 504,888 CHF | 99.43% | 99.43% |
06/05/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,257 CHF | 505,257 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,312 CHF | 503,571 CHF | 100.00% | 100.00% |
02/05/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,334 CHF | 504,334 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,939 CHF | 501,939 CHF | 99.23% | 99.23% |
29/04/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,137 CHF | 498,137 CHF | 100.00% | 100.00% |
26/04/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,472 CHF | 498,472 CHF | 99.69% | 99.69% |
25/04/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,314 CHF | 496,314 CHF | 100.00% | 100.00% |
24/04/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,144 CHF | 499,144 CHF | 99.77% | 99.77% |