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 | 0.86% | 115.10 % | 116.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 575,556 CHF | 580,556 CHF | 98.15% | 98.15% |
07/05/2024 | 0.87% | 114.90 % | 115.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 573,234 CHF | 578,234 CHF | 99.44% | 99.44% |
06/05/2024 | 0.70% | 114.60 % | 115.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 572,187 CHF | 576,187 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 113.90 % | 114.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 569,473 CHF | 573,732 CHF | 100.00% | 100.00% |
02/05/2024 | 0.88% | 113.20 % | 114.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 565,756 CHF | 570,756 CHF | 100.00% | 100.00% |
30/04/2024 | 0.70% | 113.60 % | 114.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 569,770 CHF | 573,770 CHF | 99.59% | 99.59% |
29/04/2024 | 0.87% | 114.60 % | 115.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 573,034 CHF | 578,034 CHF | 100.00% | 100.00% |
26/04/2024 | 0.87% | 114.10 % | 115.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 569,498 CHF | 574,498 CHF | 99.68% | 99.68% |
25/04/2024 | 0.70% | 113.90 % | 114.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 568,870 CHF | 572,870 CHF | 100.00% | 100.00% |
24/04/2024 | 0.69% | 114.60 % | 115.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 574,184 CHF | 578,184 CHF | 99.75% | 99.75% |