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 | 0.69% | 100.55 % | 101.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,817 CHF | 151,867 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 100.53 % | 101.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,736 CHF | 151,786 CHF | 100.00% | 100.00% |
06/05/2024 | 0.69% | 100.40 % | 101.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,569 CHF | 151,619 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 100.28 % | 100.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,289 CHF | 151,339 CHF | 100.00% | 100.00% |
02/05/2024 | 0.70% | 100.05 % | 100.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,025 CHF | 151,075 CHF | 100.00% | 100.00% |
30/04/2024 | 0.70% | 100.03 % | 100.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,150 CHF | 151,200 CHF | 99.97% | 99.97% |
29/04/2024 | 0.70% | 100.04 % | 100.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,094 CHF | 151,144 CHF | 100.00% | 100.00% |
26/04/2024 | 0.70% | 99.96 % | 100.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,793 CHF | 150,843 CHF | 97.88% | 97.88% |
25/04/2024 | 0.70% | 99.64 % | 100.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,445 CHF | 150,495 CHF | 100.00% | 100.00% |
24/04/2024 | 0.70% | 99.82 % | 100.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,751 CHF | 150,801 CHF | 100.00% | 100.00% |