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 | 0.83% | 95.38 % | 96.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,593 CHF | 240,593 CHF | 100.00% | 100.00% |
08/05/2024 | 0.84% | 94.54 % | 95.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,324 CHF | 238,324 CHF | 100.00% | 100.00% |
07/05/2024 | 0.85% | 94.39 % | 95.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,979 CHF | 236,979 CHF | 100.00% | 100.00% |
06/05/2024 | 0.85% | 93.65 % | 94.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,781 CHF | 235,781 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 93.03 % | 93.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,670 CHF | 233,670 CHF | 99.67% | 99.67% |
02/05/2024 | 0.85% | 92.14 % | 92.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,301 CHF | 235,301 CHF | 100.00% | 100.00% |
30/04/2024 | 0.85% | 93.98 % | 94.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,504 CHF | 236,504 CHF | 100.00% | 100.00% |
29/04/2024 | 0.84% | 94.13 % | 94.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,861 CHF | 237,861 CHF | 100.00% | 100.00% |
26/04/2024 | 0.85% | 93.94 % | 94.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,222 CHF | 236,222 CHF | 100.00% | 100.00% |
25/04/2024 | 0.85% | 93.37 % | 94.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,258 CHF | 236,258 CHF | 100.00% | 100.00% |