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 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,729 CHF | 506,229 CHF | 97.39% | 97.39% |
06/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,786 CHF | 506,286 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,830 CHF | 506,330 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,276 CHF | 505,776 CHF | 99.34% | 99.34% |
30/04/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,659 CHF | 506,159 CHF | 99.38% | 99.38% |
29/04/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,273 CHF | 506,773 CHF | 99.38% | 99.38% |
26/04/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,185 CHF | 506,685 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,618 CHF | 506,118 CHF | 97.55% | 97.55% |
24/04/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,107 CHF | 506,607 CHF | 99.07% | 99.07% |
23/04/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,043 CHF | 506,543 CHF | 99.38% | 99.38% |