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% | 101.60 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,600 CHF | 102,300 CHF | 97.71% | 97.71% |
07/05/2024 | 0.78% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,600 CHF | 102,400 CHF | 68.53% | 68.53% |
06/05/2024 | 0.78% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,600 CHF | 102,400 CHF | 98.01% | 98.01% |
03/05/2024 | 1.27% | 101.40 % | 102.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,700 CHF | 51,350 CHF | 91.63% | 91.63% |
02/05/2024 | 1.27% | 101.40 % | 102.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,700 CHF | 51,350 CHF | 91.55% | 91.55% |
30/04/2024 | 1.27% | 101.40 % | 102.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,700 CHF | 51,350 CHF | 76.48% | 76.48% |
29/04/2024 | 0.77% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,700 CHF | 102,488 CHF | 88.22% | 88.22% |
26/04/2024 | 0.78% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,700 CHF | 102,500 CHF | 62.62% | 62.62% |
25/04/2024 | 0.71% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,780 CHF | 102,500 CHF | 95.08% | 95.08% |
24/04/2024 | 0.69% | 101.80 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,500 CHF | 97.85% | 97.85% |