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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 49,901 | 49,753 | 71,122 CHF | 71,411 CHF | 98.93% | 98.93% |
14/05/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 49,363 | 49,363 | 68,292 CHF | 68,792 CHF | 99.97% | 99.97% |
13/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,346 CHF | 69,846 CHF | 100.00% | 100.00% |
10/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,658 CHF | 70,158 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,314 CHF | 67,814 CHF | 100.00% | 100.00% |
07/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,026 CHF | 68,526 CHF | 96.44% | 96.44% |
06/05/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,134 CHF | 65,634 CHF | 100.00% | 100.00% |
03/05/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,485 CHF | 64,985 CHF | 94.69% | 94.69% |
02/05/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,529 CHF | 62,029 CHF | 99.13% | 99.13% |
30/04/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,003 CHF | 63,503 CHF | 100.00% | 100.00% |