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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,153 CHF | 509,653 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,935 CHF | 509,435 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,998 CHF | 509,498 CHF | 97.35% | 97.35% |
06/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,970 CHF | 509,470 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,045 CHF | 509,545 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,261 CHF | 506,761 CHF | 99.34% | 99.34% |
30/04/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,839 CHF | 507,339 CHF | 99.38% | 99.38% |
29/04/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,123 CHF | 509,623 CHF | 99.38% | 99.38% |
26/04/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,443 CHF | 508,943 CHF | 99.38% | 99.38% |
25/04/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,900 CHF | 507,400 CHF | 97.55% | 97.55% |