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 | 1.65% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,077 CHF | 30,577 CHF | 99.39% | 99.39% |
14/05/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,356 CHF | 28,856 CHF | 99.18% | 99.18% |
13/05/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,283 CHF | 27,783 CHF | 99.38% | 99.38% |
10/05/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,437 CHF | 25,937 CHF | 99.39% | 99.39% |
08/05/2024 | 1.70% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,217 CHF | 29,717 CHF | 99.38% | 99.38% |
07/05/2024 | 1.61% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,788 CHF | 31,288 CHF | 99.23% | 99.23% |
06/05/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,407 CHF | 28,907 CHF | 99.21% | 99.21% |
03/05/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,384 CHF | 27,884 CHF | 99.32% | 99.32% |
02/05/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,270 CHF | 25,770 CHF | 99.38% | 99.38% |
30/04/2024 | 1.88% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,395 CHF | 26,895 CHF | 99.43% | 99.43% |