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 | 0.69% | 100.78 % | 101.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,180 CHF | 152,230 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 100.78 % | 101.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,160 CHF | 152,210 CHF | 100.00% | 100.00% |
06/05/2024 | 0.69% | 100.75 % | 101.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,116 CHF | 152,166 CHF | 100.00% | 100.00% |
03/05/2024 | 0.69% | 100.68 % | 101.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,988 CHF | 152,038 CHF | 100.00% | 100.00% |
02/05/2024 | 0.69% | 100.57 % | 101.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,013 CHF | 152,063 CHF | 100.00% | 100.00% |
30/04/2024 | 0.69% | 100.67 % | 101.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,008 CHF | 152,058 CHF | 100.00% | 100.00% |
29/04/2024 | 0.69% | 100.67 % | 101.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,027 CHF | 152,077 CHF | 100.00% | 100.00% |
26/04/2024 | 0.69% | 100.61 % | 101.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,859 CHF | 151,909 CHF | 97.87% | 97.87% |
25/04/2024 | 0.69% | 100.46 % | 101.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,785 CHF | 151,835 CHF | 100.00% | 100.00% |
24/04/2024 | 0.69% | 100.57 % | 101.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,861 CHF | 151,911 CHF | 100.00% | 100.00% |