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 | - | 62.05 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/05/2024 | - | 61.46 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
06/05/2024 | - | 60.72 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03/05/2024 | - | 60.18 % | - % | 217,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.80% |
02/05/2024 | 0.86% | 59.42 % | 92.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,041 CHF | 233,041 CHF | 0.52% | 65.19% |
30/04/2024 | 0.91% | 91.68 % | 92.48 % | 250,000 | 250,000 | 250,000 | 238,117 | 219,670 CHF | 211,230 CHF | 72.60% | 72.60% |
29/04/2024 | 0.86% | 90.74 % | 91.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,737 CHF | 234,737 CHF | 97.67% | 97.67% |
26/04/2024 | 0.95% | 87.69 % | 88.49 % | 250,000 | 250,000 | 246,441 | 250,000 | 206,853 CHF | 211,774 CHF | 56.90% | 56.90% |
25/04/2024 | 0.96% | 78.09 % | 78.87 % | 240,000 | 250,000 | 249,363 | 246,613 | 207,388 CHF | 207,037 CHF | 63.04% | 63.04% |
24/04/2024 | 0.90% | 86.31 % | 87.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,335 CHF | 223,335 CHF | 76.77% | 76.77% |