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 | 0.75% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 49,896 | 49,739 | 70,606 CHF | 70,914 CHF | 93.48% | 93.48% |
14/05/2024 | 0.88% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 48,033 | 48,033 | 66,806 CHF | 67,381 CHF | 100.00% | 100.00% |
13/05/2024 | 1.59% | 1.38 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,926 CHF | 35,485 CHF | 100.00% | 100.00% |
10/05/2024 | 1.48% | 1.33 CHF | 1.35 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 50,162 CHF | 50,912 CHF | 98.77% | 98.77% |
08/05/2024 | 1.59% | 1.22 CHF | 1.24 CHF | 25,000 | 25,000 | 25,747 | 25,747 | 31,677 CHF | 32,177 CHF | 98.88% | 98.88% |
07/05/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 101,029 CHF | 101,779 CHF | 98.60% | 98.60% |
06/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,413 CHF | 66,928 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 100,310 CHF | 101,060 CHF | 98.63% | 98.63% |
02/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,499 CHF | 89,249 CHF | 99.12% | 99.12% |
30/04/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,343 CHF | 89,093 CHF | 100.00% | 100.00% |