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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.50% | 100.83 % | 101.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,628 CHF | 506,128 CHF | 100.00% | 100.00% |
13/05/2024 | 0.49% | 100.84 % | 101.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,438 CHF | 507,938 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 100.99 % | 101.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,170 CHF | 508,670 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 101.06 % | 101.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,655 CHF | 508,155 CHF | 100.00% | 100.00% |
07/05/2024 | 0.49% | 101.21 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,469 CHF | 507,969 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 100.69 % | 101.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,280 CHF | 504,780 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 100.03 % | 100.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,419 CHF | 500,919 CHF | 99.99% | 99.99% |
02/05/2024 | 0.50% | 99.12 % | 99.62 % | 500,000 | 500,000 | 500,000 | 499,959 | 495,884 CHF | 498,342 CHF | 99.99% | 99.99% |
30/04/2024 | 0.50% | 99.59 % | 100.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,863 CHF | 502,363 CHF | 100.00% | 100.00% |
29/04/2024 | 0.50% | 100.04 % | 100.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,804 CHF | 503,304 CHF | 100.00% | 100.00% |