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 | 0.87% | 92.02 % | 92.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,624 CHF | 230,624 CHF | 100.00% | 100.00% |
07/05/2024 | 0.87% | 91.14 % | 91.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,951 CHF | 229,951 CHF | 100.00% | 100.00% |
06/05/2024 | 0.88% | 90.80 % | 91.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,208 CHF | 229,208 CHF | 100.00% | 100.00% |
03/05/2024 | 0.88% | 90.42 % | 91.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,805 CHF | 228,805 CHF | 99.29% | 99.29% |
02/05/2024 | 0.89% | 89.83 % | 90.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,023 CHF | 226,023 CHF | 100.00% | 100.00% |
30/04/2024 | 0.89% | 89.03 % | 89.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,984 CHF | 224,984 CHF | 100.00% | 100.00% |
29/04/2024 | 0.87% | 92.14 % | 92.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,842 CHF | 230,842 CHF | 100.00% | 100.00% |
26/04/2024 | 0.87% | 91.10 % | 91.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,319 CHF | 230,319 CHF | 72.22% | 72.22% |
25/04/2024 | 0.87% | 91.10 % | 91.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,451 CHF | 230,451 CHF | 100.00% | 100.00% |
24/04/2024 | 0.87% | 90.99 % | 91.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,827 CHF | 230,827 CHF | 100.00% | 100.00% |