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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.99% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,377 CHF | 56,936 CHF | 97.72% | 97.72% |
15/05/2024 | 1.01% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 49,760 | 56,861 CHF | 57,157 CHF | 98.90% | 98.90% |
14/05/2024 | 1.28% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,990 CHF | 56,708 CHF | 100.00% | 100.00% |
13/05/2024 | 1.26% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,160 CHF | 55,860 CHF | 100.00% | 100.00% |
10/05/2024 | 1.16% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,607 CHF | 57,266 CHF | 100.00% | 100.00% |
08/05/2024 | 1.10% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,410 CHF | 57,031 CHF | 100.00% | 100.00% |
07/05/2024 | 1.01% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,677 CHF | 56,242 CHF | 97.06% | 97.06% |
06/05/2024 | 1.08% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,234 CHF | 55,836 CHF | 100.00% | 100.00% |
03/05/2024 | 1.08% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,030 CHF | 56,640 CHF | 97.94% | 97.94% |
02/05/2024 | 1.00% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,104 CHF | 55,657 CHF | 99.40% | 99.40% |