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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.75% | 70.95 % | 71.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,891 CHF | 71,423 CHF | 79.88% | 79.88% |
10/05/2024 | 0.75% | 70.85 % | 71.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,098 CHF | 71,631 CHF | 98.58% | 98.58% |
08/05/2024 | 0.75% | 70.85 % | 71.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,774 CHF | 71,308 CHF | 97.86% | 97.86% |
07/05/2024 | 0.75% | 70.55 % | 71.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,408 CHF | 70,937 CHF | 67.74% | 67.74% |
06/05/2024 | 0.75% | 70.50 % | 71.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,736 CHF | 71,269 CHF | 98.88% | 98.88% |
03/05/2024 | 0.75% | 70.90 % | 71.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,583 CHF | 72,123 CHF | 70.44% | 70.44% |
02/05/2024 | 0.75% | 70.00 % | 70.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 69,991 CHF | 70,520 CHF | 91.31% | 91.31% |
30/04/2024 | 0.75% | 70.10 % | 70.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,712 CHF | 71,244 CHF | 99.98% | 99.98% |
29/04/2024 | 0.75% | 70.95 % | 71.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,568 CHF | 71,101 CHF | 100.00% | 100.00% |
26/04/2024 | 0.75% | 70.80 % | 71.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,597 CHF | 71,130 CHF | 62.52% | 62.52% |