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 | 0.62% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,052 CHF | 80,552 CHF | 99.76% | 99.76% |
15/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,246 CHF | 80,746 CHF | 100.00% | 100.00% |
14/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,004 CHF | 80,504 CHF | 100.00% | 100.00% |
13/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,172 CHF | 79,672 CHF | 100.00% | 100.00% |
10/05/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,257 CHF | 78,757 CHF | 99.85% | 99.85% |
08/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,411 CHF | 76,911 CHF | 100.00% | 100.00% |
07/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,295 CHF | 70,795 CHF | 99.76% | 99.76% |
06/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,088 CHF | 69,588 CHF | 99.53% | 99.53% |
03/05/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,933 CHF | 72,433 CHF | 99.58% | 99.58% |
02/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,986 CHF | 72,486 CHF | 100.00% | 100.00% |