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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.30% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,976 CHF | 198,572 CHF | 88.56% | 88.56% |
15/05/2024 | 0.31% | 3.98 CHF | 4.00 CHF | 50,000 | 50,000 | 49,741 | 49,741 | 194,380 CHF | 194,974 CHF | 92.57% | 92.57% |
14/05/2024 | 0.55% | 3.87 CHF | 3.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,331 CHF | 95,858 CHF | 99.99% | 99.99% |
13/05/2024 | 0.56% | 3.86 CHF | 3.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,247 CHF | 97,795 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 3.91 CHF | 3.93 CHF | 25,000 | 25,000 | 34,894 | 34,894 | 135,965 CHF | 136,540 CHF | 83.72% | 83.72% |
08/05/2024 | 0.30% | 3.73 CHF | 3.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,520 CHF | 188,078 CHF | 99.64% | 99.64% |
07/05/2024 | 0.32% | 3.69 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,345 CHF | 183,937 CHF | 97.06% | 97.06% |
06/05/2024 | 0.33% | 3.67 CHF | 3.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,765 CHF | 182,372 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 3.59 CHF | 3.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,842 CHF | 178,371 CHF | 97.48% | 97.48% |
02/05/2024 | 0.34% | 3.52 CHF | 3.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,255 CHF | 175,860 CHF | 99.40% | 99.40% |