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 | 0.95% | 83.67 % | 84.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,057 CHF | 211,057 CHF | 100.00% | 100.00% |
07/05/2024 | 0.98% | 82.96 % | 83.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,459 CHF | 205,459 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 80.02 % | 80.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,730 CHF | 200,723 CHF | 100.00% | 100.00% |
03/05/2024 | 1.00% | 77.89 % | 78.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,545 CHF | 193,470 CHF | 99.85% | 99.85% |
02/05/2024 | 0.99% | 75.32 % | 76.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,744 CHF | 201,726 CHF | 100.00% | 100.00% |
30/04/2024 | 0.97% | 82.39 % | 83.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,689 CHF | 206,689 CHF | 100.00% | 100.00% |
29/04/2024 | 0.93% | 84.50 % | 85.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,732 CHF | 215,732 CHF | 100.00% | 100.00% |
26/04/2024 | - | 83.05 % | 83.85 % | 250,000 | 250,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
25/04/2024 | 0.96% | 81.22 % | 82.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,224 CHF | 209,224 CHF | 99.99% | 99.99% |
24/04/2024 | 0.93% | 84.85 % | 85.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,550 CHF | 215,550 CHF | 100.00% | 100.00% |