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 | 0.14% | 2.24 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,228 CHF | 54,303 CHF | 98.28% | 98.28% |
14/05/2024 | 0.13% | 2.24 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,686 CHF | 55,761 CHF | 99.95% | 99.95% |
13/05/2024 | 0.14% | 2.19 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,199 CHF | 55,274 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 2.22 CHF | 2.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,024 CHF | 57,099 CHF | 98.60% | 98.60% |
08/05/2024 | 0.13% | 2.27 CHF | 2.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,852 CHF | 56,927 CHF | 100.00% | 100.00% |
07/05/2024 | 0.14% | 2.26 CHF | 2.26 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 55,094 CHF | 55,172 CHF | 100.00% | 100.00% |
06/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,686 CHF | 111,186 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,892 CHF | 112,392 CHF | 99.85% | 99.85% |
02/05/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,951 CHF | 107,451 CHF | 99.94% | 99.94% |
30/04/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,555 CHF | 110,055 CHF | 99.98% | 99.98% |