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 | 0.80% | 99.60 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,400 CHF | 82.67% | 82.67% |
08/05/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 72.82% | 72.82% |
07/05/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 64.89% | 64.89% |
06/05/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 95.25% | 95.25% |
03/05/2024 | 0.70% | 99.70 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,400 CHF | 93.96% | 93.96% |
02/05/2024 | 0.80% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,500 CHF | 91.55% | 91.55% |
30/04/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 87.70% | 87.70% |
29/04/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,750 CHF | 100,500 CHF | 91.81% | 91.81% |
26/04/2024 | 0.70% | 99.80 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,500 CHF | 61.88% | 61.88% |
25/04/2024 | 0.70% | 99.80 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,500 CHF | 70.86% | 70.86% |