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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,305 CHF | 57,805 CHF | 99.75% | 99.75% |
15/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,493 CHF | 57,993 CHF | 100.00% | 100.00% |
14/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,729 CHF | 58,229 CHF | 100.00% | 100.00% |
13/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,858 CHF | 59,358 CHF | 100.00% | 100.00% |
10/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,229 CHF | 59,729 CHF | 100.00% | 100.00% |
08/05/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,218 CHF | 59,718 CHF | 100.00% | 100.00% |
07/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,661 CHF | 60,161 CHF | 99.75% | 99.75% |
06/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,737 CHF | 65,237 CHF | 99.51% | 99.51% |
03/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,051 CHF | 65,551 CHF | 99.72% | 99.72% |
02/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,625 CHF | 67,125 CHF | 100.00% | 100.00% |