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 | 0.20% | 1.57 CHF | 1.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,341 CHF | 37,416 CHF | 98.28% | 98.28% |
14/05/2024 | 0.19% | 1.56 CHF | 1.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,815 CHF | 38,890 CHF | 99.95% | 99.95% |
13/05/2024 | 0.20% | 1.51 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,364 CHF | 38,439 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 1.55 CHF | 1.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,211 CHF | 40,286 CHF | 98.59% | 98.59% |
08/05/2024 | 0.19% | 1.60 CHF | 1.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,057 CHF | 40,132 CHF | 100.00% | 100.00% |
07/05/2024 | 0.20% | 1.59 CHF | 1.59 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 38,201 CHF | 38,279 CHF | 100.00% | 100.00% |
06/05/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,160 CHF | 77,660 CHF | 100.00% | 100.00% |
03/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,401 CHF | 78,901 CHF | 99.90% | 99.90% |
02/05/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,411 CHF | 73,911 CHF | 99.99% | 99.99% |
30/04/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,966 CHF | 76,466 CHF | 99.99% | 99.99% |