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 | 0.15% | 2.05 CHF | 2.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,469 CHF | 49,544 CHF | 98.28% | 98.28% |
14/05/2024 | 0.15% | 2.05 CHF | 2.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,932 CHF | 51,007 CHF | 99.92% | 99.92% |
13/05/2024 | 0.15% | 2.00 CHF | 2.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,455 CHF | 50,530 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 2.03 CHF | 2.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,286 CHF | 52,361 CHF | 98.65% | 98.65% |
08/05/2024 | 0.14% | 2.08 CHF | 2.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,119 CHF | 52,194 CHF | 100.00% | 100.00% |
07/05/2024 | 0.15% | 2.07 CHF | 2.07 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 50,334 CHF | 50,411 CHF | 100.00% | 100.00% |
06/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,238 CHF | 101,738 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,454 CHF | 102,954 CHF | 99.91% | 99.91% |
02/05/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,499 CHF | 97,999 CHF | 99.96% | 99.96% |
30/04/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,089 CHF | 100,589 CHF | 99.99% | 99.99% |