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 | 0.75% | 106.41 % | 107.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,503 CHF | 536,503 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 106.30 % | 107.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,128 CHF | 536,128 CHF | 100.00% | 100.00% |
07/05/2024 | 0.75% | 106.13 % | 106.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,365 CHF | 533,365 CHF | 100.00% | 100.00% |
06/05/2024 | 0.76% | 104.95 % | 105.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,268 CHF | 528,268 CHF | 100.00% | 100.00% |
03/05/2024 | 0.76% | 104.59 % | 105.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,723 CHF | 525,723 CHF | 100.00% | 100.00% |
02/05/2024 | 0.77% | 103.84 % | 104.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,590 CHF | 523,590 CHF | 100.00% | 100.00% |
30/04/2024 | 0.76% | 104.03 % | 104.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,917 CHF | 524,917 CHF | 99.98% | 99.98% |
29/04/2024 | 0.76% | 104.32 % | 105.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,680 CHF | 525,680 CHF | 100.00% | 100.00% |
26/04/2024 | 0.77% | 104.21 % | 105.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,082 CHF | 524,082 CHF | 97.88% | 97.88% |
25/04/2024 | 0.77% | 103.68 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,790 CHF | 523,790 CHF | 100.00% | 100.00% |