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% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,035 CHF | 504,535 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,695 CHF | 503,195 CHF | 97.35% | 97.35% |
06/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,638 CHF | 501,138 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,985 CHF | 499,485 CHF | 99.37% | 99.37% |
02/05/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,325 CHF | 498,825 CHF | 99.32% | 99.32% |
30/04/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 499,989 | 497,470 CHF | 499,959 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,277 CHF | 500,777 CHF | 99.38% | 99.38% |
26/04/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,162 CHF | 499,662 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,278 CHF | 498,778 CHF | 97.54% | 97.54% |
24/04/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,230 CHF | 501,730 CHF | 99.06% | 99.06% |