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% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 84,946 CHF | 85,359 CHF | 98.95% | 98.95% |
14/05/2024 | 0.61% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,079 CHF | 82,579 CHF | 97.27% | 97.27% |
13/05/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,966 CHF | 76,466 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,377 CHF | 76,877 CHF | 100.00% | 100.00% |
08/05/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,262 CHF | 76,762 CHF | 100.00% | 100.00% |
07/05/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,524 CHF | 74,024 CHF | 99.98% | 99.98% |
06/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 72,056 CHF | 72,555 CHF | 100.00% | 100.00% |
03/05/2024 | 1.11% | 1.37 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,270 CHF | 34,652 CHF | 98.59% | 98.59% |
02/05/2024 | 1.18% | 1.40 CHF | 1.42 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 50,939 CHF | 51,544 CHF | 99.10% | 99.10% |
30/04/2024 | 1.08% | 1.27 CHF | 1.28 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 53,807 CHF | 54,383 CHF | 99.95% | 99.95% |