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 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 62.88% | 62.88% |
07/05/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 67.06% | 67.06% |
06/05/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,400 CHF | 95.59% | 95.59% |
03/05/2024 | 1.25% | 99.45 % | 100.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,725 CHF | 50,350 CHF | 81.00% | 81.00% |
02/05/2024 | 1.20% | 99.50 % | 100.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,750 CHF | 50,350 CHF | 57.52% | 57.52% |
30/04/2024 | 1.25% | 99.55 % | 100.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,775 CHF | 50,400 CHF | 53.33% | 53.33% |
29/04/2024 | 0.80% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,600 CHF | 78.94% | 78.94% |
26/04/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,850 CHF | 100,600 CHF | 62.68% | 62.68% |
25/04/2024 | 0.70% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,600 CHF | 77.48% | 77.48% |
24/04/2024 | 0.80% | 99.90 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,900 CHF | 100,700 CHF | 95.88% | 95.88% |