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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.80% | 99.60 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,400 CHF | 85.61% | 85.61% |
10/05/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 97.55% | 97.55% |
08/05/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 95.24% | 95.24% |
07/05/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 30.21% | 30.21% |
06/05/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 92.73% | 92.73% |
03/05/2024 | 0.70% | 99.70 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,400 CHF | 57.40% | 57.40% |
02/05/2024 | 0.73% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,669 CHF | 100,400 CHF | 88.97% | 88.97% |
30/04/2024 | 0.74% | 99.70 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,677 CHF | 100,420 CHF | 49.65% | 49.65% |
29/04/2024 | 0.79% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,486 CHF | 49.16% | 49.16% |
26/04/2024 | 0.74% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,440 CHF | 38.52% | 38.52% |