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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.74% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,680 CHF | 101,431 CHF | 67.63% | 67.63% |
06/05/2024 | 0.75% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,356 CHF | 101,111 CHF | 96.26% | 96.26% |
03/05/2024 | 0.76% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,947 CHF | 100,712 CHF | 94.64% | 94.64% |
02/05/2024 | 0.77% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,870 CHF | 91.87% | 91.87% |
30/04/2024 | 0.76% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,253 CHF | 101,013 CHF | 100.00% | 100.00% |
29/04/2024 | 0.74% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,112 CHF | 100,860 CHF | 100.00% | 100.00% |
26/04/2024 | 0.75% | 99.90 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,834 CHF | 100,586 CHF | 62.66% | 62.66% |
25/04/2024 | 0.73% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,341 CHF | 101,080 CHF | 99.01% | 99.01% |
24/04/2024 | 0.77% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,967 CHF | 101,743 CHF | 96.48% | 96.48% |
23/04/2024 | 0.77% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,089 CHF | 101,867 CHF | 99.42% | 99.42% |