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 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 92,462 CHF | 92,867 CHF | 98.95% | 98.95% |
14/05/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,627 CHF | 90,127 CHF | 97.32% | 97.32% |
13/05/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,520 CHF | 84,020 CHF | 100.00% | 100.00% |
10/05/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,927 CHF | 84,427 CHF | 100.00% | 100.00% |
08/05/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,791 CHF | 84,291 CHF | 100.00% | 100.00% |
07/05/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,090 CHF | 81,590 CHF | 99.98% | 99.98% |
06/05/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 79,602 CHF | 80,101 CHF | 100.00% | 100.00% |
03/05/2024 | 0.99% | 1.52 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,047 CHF | 38,427 CHF | 98.61% | 98.61% |
02/05/2024 | 1.00% | 1.55 CHF | 1.57 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 56,613 CHF | 57,179 CHF | 99.13% | 99.13% |
30/04/2024 | 0.98% | 1.42 CHF | 1.44 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 59,452 CHF | 60,034 CHF | 99.93% | 99.93% |