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% | 3.93 CHF | 3.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 200,139 CHF | 200,746 CHF | 88.56% | 88.56% |
15/05/2024 | 0.31% | 4.03 CHF | 4.04 CHF | 50,000 | 50,000 | 49,741 | 49,741 | 196,512 CHF | 197,118 CHF | 92.57% | 92.57% |
14/05/2024 | 0.56% | 3.91 CHF | 3.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,410 CHF | 96,955 CHF | 99.99% | 99.99% |
13/05/2024 | 0.56% | 3.90 CHF | 3.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 98,335 CHF | 98,891 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 3.95 CHF | 3.97 CHF | 25,000 | 25,000 | 34,894 | 34,894 | 137,469 CHF | 138,028 CHF | 83.72% | 83.72% |
08/05/2024 | 0.32% | 3.78 CHF | 3.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,678 CHF | 190,289 CHF | 99.64% | 99.64% |
07/05/2024 | 0.32% | 3.74 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 185,478 CHF | 186,082 CHF | 97.06% | 97.06% |
06/05/2024 | 0.32% | 3.72 CHF | 3.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,922 CHF | 184,516 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 3.63 CHF | 3.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,974 CHF | 180,547 CHF | 97.89% | 97.89% |
02/05/2024 | 0.34% | 3.56 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,392 CHF | 177,993 CHF | 99.34% | 99.34% |