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 | 0.80% | 138.47 % | 139.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 344,729 CHF | 347,498 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 134.96 % | 136.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 334,255 CHF | 336,941 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 131.17 % | 132.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 325,744 CHF | 328,358 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 125.71 % | 126.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 317,176 CHF | 319,723 CHF | 93.96% | 93.96% |
02/05/2024 | 0.80% | 128.21 % | 129.24 % | 216,000 | 250,000 | 223,260 | 250,000 | 288,228 CHF | 325,306 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 130.71 % | 131.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 328,637 CHF | 331,278 CHF | 99.99% | 99.99% |
29/04/2024 | 0.80% | 131.98 % | 133.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 328,754 CHF | 331,397 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 129.20 % | 130.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 323,543 CHF | 326,144 CHF | 99.98% | 99.98% |
25/04/2024 | 0.80% | 130.08 % | 131.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 326,915 CHF | 329,541 CHF | 99.80% | 99.80% |
24/04/2024 | 0.80% | 132.94 % | 134.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 335,393 CHF | 338,088 CHF | 100.00% | 100.00% |