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 | 0.13% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,121 CHF | 59,196 CHF | 100.00% | 100.00% |
15/05/2024 | 0.13% | 2.40 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,087 CHF | 58,162 CHF | 98.28% | 98.28% |
14/05/2024 | 0.13% | 2.39 CHF | 2.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,541 CHF | 59,616 CHF | 99.98% | 99.98% |
13/05/2024 | 0.13% | 2.34 CHF | 2.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,047 CHF | 59,122 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 2.38 CHF | 2.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,866 CHF | 60,941 CHF | 98.66% | 98.66% |
08/05/2024 | 0.12% | 2.42 CHF | 2.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,690 CHF | 60,765 CHF | 100.00% | 100.00% |
07/05/2024 | 0.13% | 2.41 CHF | 2.41 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 58,955 CHF | 59,032 CHF | 100.00% | 100.00% |
06/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,347 CHF | 118,847 CHF | 100.00% | 100.00% |
03/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,544 CHF | 120,044 CHF | 99.86% | 99.86% |
02/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,614 CHF | 115,114 CHF | 99.98% | 99.98% |