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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.16% | 1.90 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,217 CHF | 47,292 CHF | 99.96% | 99.96% |
13/05/2024 | 0.16% | 1.85 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,749 CHF | 46,824 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 1.89 CHF | 1.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,585 CHF | 48,660 CHF | 98.61% | 98.61% |
08/05/2024 | 0.15% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,421 CHF | 48,496 CHF | 100.00% | 100.00% |
07/05/2024 | 0.16% | 1.92 CHF | 1.92 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 46,615 CHF | 46,692 CHF | 100.00% | 100.00% |
06/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,857 CHF | 94,357 CHF | 100.00% | 100.00% |
03/05/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,081 CHF | 95,581 CHF | 99.87% | 99.87% |
02/05/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,115 CHF | 90,615 CHF | 99.95% | 99.95% |
30/04/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,695 CHF | 93,195 CHF | 99.99% | 99.99% |
29/04/2024 | 0.52% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,291 CHF | 96,791 CHF | 100.00% | 100.00% |