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 | 0.51% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 96,990 CHF | 97,390 CHF | 98.95% | 98.95% |
14/05/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,177 CHF | 94,677 CHF | 97.32% | 97.32% |
13/05/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,047 CHF | 88,547 CHF | 100.00% | 100.00% |
10/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,482 CHF | 88,982 CHF | 100.00% | 100.00% |
08/05/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,356 CHF | 88,856 CHF | 100.00% | 100.00% |
07/05/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,648 CHF | 86,148 CHF | 99.98% | 99.98% |
06/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 84,125 CHF | 84,624 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 1.61 CHF | 1.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,308 CHF | 40,693 CHF | 98.63% | 98.63% |
02/05/2024 | 0.96% | 1.64 CHF | 1.66 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 60,014 CHF | 60,591 CHF | 99.13% | 99.13% |
30/04/2024 | 0.90% | 1.51 CHF | 1.53 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 62,872 CHF | 63,432 CHF | 99.88% | 99.88% |