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 | 0.18% | 1.70 CHF | 1.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,281 CHF | 42,356 CHF | 99.90% | 99.90% |
13/05/2024 | 0.18% | 1.65 CHF | 1.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,823 CHF | 41,898 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 1.69 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,664 CHF | 43,739 CHF | 98.66% | 98.66% |
08/05/2024 | 0.17% | 1.74 CHF | 1.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,508 CHF | 43,583 CHF | 100.00% | 100.00% |
07/05/2024 | 0.18% | 1.72 CHF | 1.73 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 41,672 CHF | 41,749 CHF | 100.00% | 100.00% |
06/05/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,048 CHF | 84,548 CHF | 100.00% | 100.00% |
03/05/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,282 CHF | 85,782 CHF | 99.85% | 99.85% |
02/05/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,302 CHF | 80,802 CHF | 99.96% | 99.96% |
30/04/2024 | 0.60% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,867 CHF | 83,367 CHF | 99.98% | 99.98% |
29/04/2024 | 0.58% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,479 CHF | 86,979 CHF | 100.00% | 100.00% |