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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.87% | 91.80 % | 92.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,458 CHF | 231,458 CHF | 100.00% | 100.00% |
07/05/2024 | 0.87% | 91.57 % | 92.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,649 CHF | 229,649 CHF | 100.00% | 100.00% |
06/05/2024 | 0.88% | 90.56 % | 91.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,007 CHF | 228,007 CHF | 100.00% | 100.00% |
03/05/2024 | 0.89% | 89.89 % | 90.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,730 CHF | 225,730 CHF | 98.69% | 98.69% |
02/05/2024 | 0.88% | 88.80 % | 89.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,416 CHF | 227,416 CHF | 100.00% | 100.00% |
30/04/2024 | 0.88% | 90.92 % | 91.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,775 CHF | 228,775 CHF | 100.00% | 100.00% |
29/04/2024 | 0.87% | 91.10 % | 91.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,405 CHF | 230,405 CHF | 100.00% | 100.00% |
26/04/2024 | 0.88% | 90.86 % | 91.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,448 CHF | 228,448 CHF | 100.00% | 100.00% |
25/04/2024 | 0.88% | 90.25 % | 91.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,479 CHF | 228,479 CHF | 100.00% | 100.00% |
24/04/2024 | 0.87% | 91.24 % | 92.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,697 CHF | 230,697 CHF | 100.00% | 100.00% |