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 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,351 CHF | 506,851 CHF | 99.87% | 99.87% |
06/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,256 CHF | 505,756 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,833 CHF | 504,333 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,825 CHF | 504,325 CHF | 100.00% | 100.00% |
30/04/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,316 CHF | 504,816 CHF | 99.25% | 99.25% |
29/04/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,295 CHF | 504,795 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,503 CHF | 503,003 CHF | 99.69% | 99.69% |
25/04/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,984 CHF | 503,484 CHF | 100.00% | 100.00% |
24/04/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,784 CHF | 505,284 CHF | 99.73% | 99.73% |
23/04/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,477 CHF | 505,977 CHF | 100.00% | 100.00% |