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 | 0.89% | 112.60 % | 113.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 112,379 CHF | 113,379 CHF | 86.64% | 86.64% |
07/05/2024 | 0.90% | 110.50 % | 111.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 110,193 CHF | 111,193 CHF | 99.66% | 99.66% |
06/05/2024 | 0.90% | 110.90 % | 111.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 110,480 CHF | 111,480 CHF | 90.15% | 90.15% |
03/05/2024 | 0.90% | 109.80 % | 110.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 110,060 CHF | 111,060 CHF | 96.46% | 96.46% |
02/05/2024 | 0.91% | 109.20 % | 110.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 109,459 CHF | 110,459 CHF | 97.97% | 97.97% |
30/04/2024 | 0.90% | 110.30 % | 111.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 110,844 CHF | 111,844 CHF | 90.43% | 90.43% |
29/04/2024 | 0.90% | 110.60 % | 111.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 110,471 CHF | 111,471 CHF | 97.12% | 97.12% |
26/04/2024 | 0.91% | 109.50 % | 110.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 109,584 CHF | 110,584 CHF | 97.20% | 97.20% |
25/04/2024 | 0.92% | 108.20 % | 109.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 108,648 CHF | 109,648 CHF | 98.14% | 98.14% |
24/04/2024 | 0.91% | 108.90 % | 109.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 109,477 CHF | 110,477 CHF | 99.72% | 99.72% |