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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.75% | 98.10 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,974 CHF | 98,711 CHF | 86.27% | 86.27% |
10/05/2024 | 0.75% | 97.20 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,743 CHF | 97,470 CHF | 98.48% | 98.48% |
08/05/2024 | 0.75% | 94.50 % | 95.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,567 CHF | 95,279 CHF | 81.17% | 81.17% |
07/05/2024 | 0.75% | 92.90 % | 93.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,835 CHF | 93,534 CHF | 67.82% | 67.82% |
06/05/2024 | 0.75% | 93.50 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,187 CHF | 93,888 CHF | 98.47% | 98.47% |
03/05/2024 | 0.75% | 92.80 % | 93.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,112 CHF | 93,813 CHF | 92.45% | 92.45% |
02/05/2024 | 0.75% | 92.55 % | 93.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,758 CHF | 93,454 CHF | 91.72% | 91.72% |
30/04/2024 | 0.75% | 94.05 % | 94.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,885 CHF | 94,588 CHF | 46.50% | 46.50% |
29/04/2024 | 0.76% | 93.80 % | 94.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,612 CHF | 94,324 CHF | 100.00% | 100.00% |
26/04/2024 | 0.75% | 92.90 % | 93.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,018 CHF | 93,718 CHF | 46.85% | 46.85% |