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 | 1.10% | 45.54 % | 46.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 113,322 CHF | 114,572 CHF | 100.00% | 100.00% |
06/05/2024 | 1.10% | 45.14 % | 45.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,870 CHF | 114,120 CHF | 100.00% | 100.00% |
03/05/2024 | 1.11% | 44.75 % | 45.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 111,678 CHF | 112,928 CHF | 99.51% | 99.51% |
02/05/2024 | 1.10% | 44.56 % | 45.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,932 CHF | 114,182 CHF | 100.00% | 100.00% |
30/04/2024 | 1.08% | 46.34 % | 46.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 115,548 CHF | 116,798 CHF | 100.00% | 100.00% |
29/04/2024 | 1.07% | 46.64 % | 47.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,698 CHF | 117,948 CHF | 100.00% | 100.00% |
26/04/2024 | 1.08% | 46.17 % | 46.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 115,020 CHF | 116,270 CHF | 100.00% | 100.00% |
25/04/2024 | 1.07% | 46.09 % | 46.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,238 CHF | 117,488 CHF | 100.00% | 100.00% |
24/04/2024 | 1.05% | 47.06 % | 47.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,200 CHF | 119,450 CHF | 100.00% | 100.00% |
23/04/2024 | 1.01% | 48.69 % | 49.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 122,584 CHF | 123,834 CHF | 100.00% | 100.00% |