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 | 0.56% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 89,649 CHF | 90,057 CHF | 98.95% | 98.95% |
14/05/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,821 CHF | 87,321 CHF | 97.32% | 97.32% |
13/05/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,692 CHF | 81,192 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,104 CHF | 81,604 CHF | 100.00% | 100.00% |
08/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,971 CHF | 81,471 CHF | 100.00% | 100.00% |
07/05/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,259 CHF | 78,759 CHF | 99.98% | 99.98% |
06/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 76,744 CHF | 77,244 CHF | 100.00% | 100.00% |
03/05/2024 | 1.05% | 1.46 CHF | 1.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,634 CHF | 37,021 CHF | 98.02% | 98.02% |
02/05/2024 | 1.00% | 1.50 CHF | 1.51 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 54,515 CHF | 55,064 CHF | 99.13% | 99.13% |
30/04/2024 | 1.02% | 1.36 CHF | 1.38 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 57,337 CHF | 57,919 CHF | 99.87% | 99.87% |