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 | 0.64% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,413 CHF | 77,913 CHF | 94.95% | 94.95% |
14/05/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,705 CHF | 78,205 CHF | 86.05% | 86.05% |
13/05/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,357 CHF | 68,857 CHF | 99.06% | 99.06% |
10/05/2024 | 0.76% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,135 CHF | 65,635 CHF | 98.00% | 98.00% |
08/05/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,984 CHF | 64,484 CHF | 95.49% | 95.49% |
07/05/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,060 CHF | 67,560 CHF | 99.53% | 99.53% |
06/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,851 CHF | 65,351 CHF | 99.55% | 99.55% |
03/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,848 CHF | 62,348 CHF | 98.95% | 98.95% |
02/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,666 CHF | 60,166 CHF | 97.25% | 97.25% |
30/04/2024 | 0.75% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,215 CHF | 66,715 CHF | 85.26% | 85.26% |