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 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 87,641 CHF | 88,051 CHF | 98.95% | 98.95% |
14/05/2024 | 0.59% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,789 CHF | 85,289 CHF | 97.32% | 97.32% |
13/05/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,662 CHF | 79,162 CHF | 100.00% | 100.00% |
10/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,084 CHF | 79,584 CHF | 100.00% | 100.00% |
08/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,946 CHF | 79,446 CHF | 100.00% | 100.00% |
07/05/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,236 CHF | 76,736 CHF | 99.98% | 99.98% |
06/05/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 74,750 CHF | 75,250 CHF | 100.00% | 100.00% |
03/05/2024 | 1.07% | 1.42 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,625 CHF | 36,009 CHF | 98.14% | 98.14% |
02/05/2024 | 1.04% | 1.45 CHF | 1.47 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 52,994 CHF | 53,548 CHF | 99.13% | 99.13% |
30/04/2024 | 1.05% | 1.32 CHF | 1.34 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 55,833 CHF | 56,416 CHF | 99.92% | 99.92% |