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 | 0.74% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,793 CHF | 101,543 CHF | 51.22% | 51.22% |
06/05/2024 | 0.73% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,554 CHF | 101,286 CHF | 96.26% | 96.26% |
03/05/2024 | 0.76% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,273 CHF | 101,040 CHF | 94.71% | 94.71% |
02/05/2024 | 0.73% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,384 CHF | 101,119 CHF | 91.70% | 91.70% |
30/04/2024 | 0.74% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,490 CHF | 101,234 CHF | 100.00% | 100.00% |
29/04/2024 | 0.75% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,211 CHF | 100,962 CHF | 100.00% | 100.00% |
26/04/2024 | 0.75% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,973 CHF | 100,728 CHF | 62.66% | 62.66% |
25/04/2024 | 0.73% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,453 CHF | 101,188 CHF | 99.01% | 99.01% |
24/04/2024 | 0.74% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,865 CHF | 101,618 CHF | 99.88% | 99.88% |
23/04/2024 | 0.73% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,969 CHF | 101,713 CHF | 99.43% | 99.43% |