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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.73% | 103.80 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,774 CHF | 104,535 CHF | 94.40% | 94.40% |
08/05/2024 | 0.74% | 103.80 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,779 CHF | 104,545 CHF | 98.40% | 98.40% |
07/05/2024 | 0.77% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,702 CHF | 104,500 CHF | 68.50% | 68.50% |
06/05/2024 | 0.76% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,688 CHF | 104,476 CHF | 99.22% | 99.22% |
03/05/2024 | 1.25% | 103.30 % | 104.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,677 CHF | 52,328 CHF | 91.78% | 91.78% |
02/05/2024 | 1.25% | 103.40 % | 104.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,677 CHF | 52,328 CHF | 91.14% | 91.14% |
30/04/2024 | 1.25% | 103.20 % | 104.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,691 CHF | 52,342 CHF | 77.62% | 77.62% |
29/04/2024 | 0.76% | 103.30 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,222 CHF | 104,010 CHF | 85.08% | 85.08% |
26/04/2024 | 0.74% | 103.40 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,308 CHF | 104,077 CHF | 59.14% | 59.14% |
25/04/2024 | 0.75% | 103.20 % | 104.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,394 CHF | 104,172 CHF | 91.36% | 91.36% |