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 | 0.59% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 83,863 CHF | 84,276 CHF | 98.95% | 98.95% |
14/05/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,019 CHF | 81,519 CHF | 97.33% | 97.33% |
13/05/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,894 CHF | 75,394 CHF | 100.00% | 100.00% |
10/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,290 CHF | 75,790 CHF | 100.00% | 100.00% |
08/05/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,141 CHF | 75,641 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,433 CHF | 72,933 CHF | 99.98% | 99.98% |
06/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 70,976 CHF | 71,475 CHF | 100.00% | 100.00% |
03/05/2024 | 1.14% | 1.35 CHF | 1.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,737 CHF | 34,124 CHF | 98.23% | 98.23% |
02/05/2024 | 1.20% | 1.38 CHF | 1.39 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 50,141 CHF | 50,744 CHF | 99.13% | 99.13% |
30/04/2024 | 1.10% | 1.25 CHF | 1.26 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 53,006 CHF | 53,584 CHF | 99.91% | 99.91% |