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 | 0.62% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 49,901 | 49,752 | 79,849 CHF | 80,107 CHF | 98.95% | 98.95% |
14/05/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,821 CHF | 77,321 CHF | 97.33% | 97.33% |
13/05/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,692 CHF | 71,192 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,123 CHF | 71,623 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,983 CHF | 71,483 CHF | 100.00% | 100.00% |
07/05/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,271 CHF | 68,771 CHF | 99.98% | 99.98% |
06/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 66,799 CHF | 67,299 CHF | 100.00% | 100.00% |
03/05/2024 | 1.25% | 1.26 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,632 CHF | 32,030 CHF | 98.61% | 98.61% |
02/05/2024 | 1.14% | 1.30 CHF | 1.31 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 47,024 CHF | 47,564 CHF | 99.13% | 99.13% |
30/04/2024 | 1.19% | 1.16 CHF | 1.18 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 49,844 CHF | 50,432 CHF | 99.96% | 99.96% |