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 | 0.12% | 2.58 CHF | 2.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,155 CHF | 64,230 CHF | 99.95% | 99.95% |
13/05/2024 | 0.12% | 2.53 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,649 CHF | 63,724 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 2.56 CHF | 2.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,464 CHF | 65,539 CHF | 98.67% | 98.67% |
08/05/2024 | 0.11% | 2.61 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,283 CHF | 65,358 CHF | 100.00% | 100.00% |
07/05/2024 | 0.12% | 2.60 CHF | 2.60 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 63,574 CHF | 63,651 CHF | 100.00% | 100.00% |
06/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,514 CHF | 128,014 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,703 CHF | 129,203 CHF | 99.87% | 99.87% |
02/05/2024 | 0.40% | 2.44 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,785 CHF | 124,285 CHF | 99.98% | 99.98% |
30/04/2024 | 0.39% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,416 CHF | 126,916 CHF | 99.99% | 99.99% |
29/04/2024 | 0.38% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,955 CHF | 130,455 CHF | 100.00% | 100.00% |