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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.17% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,432 CHF | 44,507 CHF | 100.00% | 100.00% |
10/05/2024 | 0.18% | 1.76 CHF | 1.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,620 CHF | 42,695 CHF | 98.59% | 98.59% |
08/05/2024 | 0.18% | 1.72 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,774 CHF | 42,849 CHF | 100.00% | 100.00% |
07/05/2024 | 0.17% | 1.73 CHF | 1.73 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 45,178 CHF | 45,256 CHF | 100.00% | 100.00% |
06/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,246 CHF | 92,746 CHF | 100.00% | 100.00% |
03/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,108 CHF | 91,608 CHF | 99.89% | 99.89% |
02/05/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,423 CHF | 96,923 CHF | 99.98% | 99.98% |
30/04/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,303 CHF | 94,803 CHF | 99.98% | 99.98% |
29/04/2024 | 0.55% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,492 CHF | 90,992 CHF | 100.00% | 100.00% |
26/04/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,110 CHF | 89,610 CHF | 99.94% | 99.94% |