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 | 0.63% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 49,901 | 49,752 | 78,630 CHF | 78,891 CHF | 98.95% | 98.95% |
14/05/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,579 CHF | 76,079 CHF | 97.28% | 97.28% |
13/05/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,466 CHF | 69,966 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,901 CHF | 70,401 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,762 CHF | 70,262 CHF | 100.00% | 100.00% |
07/05/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,067 CHF | 67,567 CHF | 99.98% | 99.98% |
06/05/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 65,573 CHF | 66,072 CHF | 100.00% | 100.00% |
03/05/2024 | 1.24% | 1.24 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,030 CHF | 31,416 CHF | 98.61% | 98.61% |
02/05/2024 | 1.26% | 1.27 CHF | 1.29 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 46,093 CHF | 46,676 CHF | 98.70% | 98.70% |
30/04/2024 | 1.15% | 1.14 CHF | 1.15 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 48,955 CHF | 49,513 CHF | 99.89% | 99.89% |