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 | 0.21% | 1.37 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,802 CHF | 35,877 CHF | 98.28% | 98.28% |
14/05/2024 | 0.22% | 1.37 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,300 CHF | 34,375 CHF | 99.93% | 99.93% |
13/05/2024 | 0.22% | 1.41 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,638 CHF | 34,713 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 1.37 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,833 CHF | 32,908 CHF | 98.68% | 98.68% |
08/05/2024 | 0.23% | 1.33 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,993 CHF | 33,068 CHF | 100.00% | 100.00% |
07/05/2024 | 0.22% | 1.34 CHF | 1.34 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 35,338 CHF | 35,416 CHF | 100.00% | 100.00% |
06/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,715 CHF | 73,215 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,585 CHF | 72,085 CHF | 99.89% | 99.89% |
02/05/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,869 CHF | 77,369 CHF | 99.98% | 99.98% |
30/04/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,712 CHF | 75,212 CHF | 99.99% | 99.99% |