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 | 0.95% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 49,753 | 52,860 CHF | 53,099 CHF | 98.93% | 98.93% |
14/05/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,075 | 49,363 | 50,733 CHF | 50,528 CHF | 99.97% | 99.97% |
13/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,846 CHF | 51,346 CHF | 100.00% | 100.00% |
10/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,267 CHF | 51,767 CHF | 100.00% | 100.00% |
08/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,674 CHF | 49,395 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 56,460 | 50,000 | 55,924 CHF | 50,056 CHF | 96.44% | 96.44% |
06/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,058 CHF | 47,215 CHF | 100.00% | 100.00% |
03/05/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,254 CHF | 46,545 CHF | 94.34% | 94.34% |
02/05/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,735 CHF | 43,613 CHF | 99.13% | 99.13% |
30/04/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,496 CHF | 45,080 CHF | 100.00% | 100.00% |