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 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,933 CHF | 59,433 CHF | 99.38% | 99.38% |
14/05/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,070 CHF | 56,570 CHF | 99.17% | 99.17% |
13/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,833 CHF | 55,333 CHF | 99.39% | 99.39% |
10/05/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,701 CHF | 57,201 CHF | 99.38% | 99.38% |
08/05/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,401 CHF | 59,901 CHF | 99.39% | 99.39% |
07/05/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,938 CHF | 60,438 CHF | 99.23% | 99.23% |
06/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,721 CHF | 58,221 CHF | 99.21% | 99.21% |
03/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,369 CHF | 55,869 CHF | 99.39% | 99.39% |
02/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,142 CHF | 55,642 CHF | 99.38% | 99.38% |
30/04/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,073 CHF | 58,573 CHF | 99.43% | 99.43% |