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 | 0.87% | 92.11 % | 92.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,604 CHF | 231,604 CHF | 100.00% | 100.00% |
06/05/2024 | 0.87% | 91.57 % | 92.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,716 CHF | 230,716 CHF | 100.00% | 100.00% |
03/05/2024 | 0.88% | 91.21 % | 92.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,517 CHF | 229,517 CHF | 99.41% | 99.41% |
02/05/2024 | 0.87% | 90.83 % | 91.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,392 CHF | 231,392 CHF | 100.00% | 100.00% |
30/04/2024 | 0.86% | 92.69 % | 93.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,136 CHF | 233,136 CHF | 100.00% | 100.00% |
29/04/2024 | 0.85% | 93.07 % | 93.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,302 CHF | 235,302 CHF | 100.00% | 100.00% |
26/04/2024 | 0.86% | 92.95 % | 93.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,840 CHF | 233,840 CHF | 100.00% | 100.00% |
25/04/2024 | 0.86% | 92.61 % | 93.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,624 CHF | 234,624 CHF | 100.00% | 100.00% |
24/04/2024 | 0.85% | 93.61 % | 94.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,679 CHF | 236,679 CHF | 90.31% | 90.31% |
23/04/2024 | 0.82% | 96.74 % | 97.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,487 CHF | 244,487 CHF | 100.00% | 100.00% |