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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.11% | 2.73 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,727 CHF | 68,802 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 2.76 CHF | 2.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,535 CHF | 70,610 CHF | 98.67% | 98.67% |
08/05/2024 | 0.11% | 2.81 CHF | 2.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,348 CHF | 70,423 CHF | 100.00% | 100.00% |
07/05/2024 | 0.11% | 2.80 CHF | 2.80 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 68,669 CHF | 68,746 CHF | 100.00% | 100.00% |
06/05/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,625 CHF | 138,125 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,804 CHF | 139,304 CHF | 99.87% | 99.87% |
02/05/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,901 CHF | 134,401 CHF | 99.94% | 99.94% |
30/04/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,546 CHF | 137,046 CHF | 99.99% | 99.99% |
29/04/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,069 CHF | 140,569 CHF | 100.00% | 100.00% |
26/04/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,946 CHF | 142,446 CHF | 99.93% | 99.93% |