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 | 0.69% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,300 CHF | 98.01% | 98.01% |
07/05/2024 | 0.69% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,300 CHF | 67.70% | 67.70% |
06/05/2024 | 0.69% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,300 CHF | 97.38% | 97.38% |
03/05/2024 | 1.19% | 100.40 % | 101.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,200 CHF | 50,800 CHF | 90.19% | 90.19% |
02/05/2024 | 1.29% | 100.40 % | 101.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,200 CHF | 50,850 CHF | 88.81% | 88.81% |
30/04/2024 | 1.29% | 100.40 % | 101.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,200 CHF | 50,850 CHF | 63.70% | 63.70% |
29/04/2024 | 0.69% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,400 CHF | 86.87% | 86.87% |
26/04/2024 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,500 CHF | 61.59% | 61.59% |
25/04/2024 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,500 CHF | 92.69% | 92.69% |
24/04/2024 | 0.69% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,500 CHF | 95.28% | 95.28% |