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 | 0.65% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 49,901 | 49,753 | 77,706 CHF | 77,980 CHF | 98.93% | 98.93% |
14/05/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 49,363 | 49,363 | 74,759 CHF | 75,256 CHF | 99.97% | 99.97% |
13/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,929 CHF | 76,429 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,267 CHF | 76,767 CHF | 100.00% | 100.00% |
08/05/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,895 CHF | 74,395 CHF | 100.00% | 100.00% |
07/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,556 CHF | 75,056 CHF | 96.44% | 96.44% |
06/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,715 CHF | 72,215 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,986 CHF | 71,486 CHF | 94.70% | 94.70% |
02/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,113 CHF | 68,613 CHF | 99.13% | 99.13% |
30/04/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,580 CHF | 70,080 CHF | 100.00% | 100.00% |