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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.68% | 117.20 % | 118.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 584,722 CHF | 588,722 CHF | 99.88% | 99.88% |
06/05/2024 | 0.86% | 116.50 % | 117.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 581,808 CHF | 586,808 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 115.30 % | 116.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 577,326 CHF | 582,067 CHF | 100.00% | 100.00% |
02/05/2024 | 0.69% | 115.20 % | 116.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 577,247 CHF | 581,247 CHF | 100.00% | 100.00% |
30/04/2024 | 0.86% | 115.40 % | 116.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 578,062 CHF | 583,062 CHF | 99.59% | 99.59% |
29/04/2024 | 0.69% | 115.90 % | 116.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 579,023 CHF | 583,023 CHF | 100.00% | 100.00% |
26/04/2024 | 0.69% | 115.10 % | 115.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 575,617 CHF | 579,617 CHF | 99.69% | 99.69% |
25/04/2024 | 0.87% | 114.70 % | 115.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 574,390 CHF | 579,390 CHF | 100.00% | 100.00% |
24/04/2024 | 0.86% | 115.40 % | 116.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 578,402 CHF | 583,402 CHF | 99.76% | 99.76% |
23/04/2024 | 0.69% | 116.40 % | 117.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 580,114 CHF | 584,114 CHF | 99.75% | 99.75% |