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 | 0.55% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 90,805 CHF | 91,212 CHF | 98.95% | 98.95% |
14/05/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,975 CHF | 88,475 CHF | 97.33% | 97.33% |
13/05/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,841 CHF | 82,341 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,276 CHF | 82,776 CHF | 100.00% | 100.00% |
08/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,107 CHF | 82,607 CHF | 100.00% | 100.00% |
07/05/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,406 CHF | 79,906 CHF | 99.98% | 99.98% |
06/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 77,899 CHF | 78,398 CHF | 100.00% | 100.00% |
03/05/2024 | 1.07% | 1.48 CHF | 1.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,207 CHF | 37,608 CHF | 97.94% | 97.94% |
02/05/2024 | 1.05% | 1.52 CHF | 1.53 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 55,364 CHF | 55,947 CHF | 99.13% | 99.13% |
30/04/2024 | 1.00% | 1.39 CHF | 1.40 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 58,218 CHF | 58,798 CHF | 99.95% | 99.95% |