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 | 1.62% | 61.40 % | 62.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,403 CHF | 62,403 CHF | 99.60% | 99.60% |
07/05/2024 | 1.63% | 61.30 % | 62.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,927 CHF | 61,927 CHF | 99.66% | 99.66% |
06/05/2024 | 1.64% | 60.60 % | 61.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,502 CHF | 61,502 CHF | 90.15% | 90.15% |
03/05/2024 | 1.66% | 60.15 % | 61.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,783 CHF | 60,783 CHF | 95.82% | 95.82% |
02/05/2024 | 1.64% | 59.35 % | 60.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,492 CHF | 61,492 CHF | 97.97% | 97.97% |
30/04/2024 | 1.63% | 61.20 % | 62.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,983 CHF | 61,983 CHF | 89.02% | 89.02% |
29/04/2024 | 1.61% | 61.40 % | 62.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,635 CHF | 62,635 CHF | 97.12% | 97.12% |
26/04/2024 | 1.62% | 61.30 % | 62.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,078 CHF | 62,078 CHF | 97.20% | 97.20% |
25/04/2024 | 1.62% | 60.80 % | 61.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,152 CHF | 62,152 CHF | 98.14% | 98.14% |
24/04/2024 | 1.60% | 61.70 % | 62.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,828 CHF | 62,828 CHF | 99.72% | 99.72% |