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 | 0.61% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 49,901 | 49,752 | 81,170 CHF | 81,424 CHF | 98.95% | 98.95% |
14/05/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,127 CHF | 78,627 CHF | 97.32% | 97.32% |
13/05/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,020 CHF | 72,520 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,448 CHF | 72,948 CHF | 100.00% | 100.00% |
08/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,335 CHF | 72,835 CHF | 100.00% | 100.00% |
07/05/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,631 CHF | 70,131 CHF | 99.98% | 99.98% |
06/05/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 68,133 CHF | 68,631 CHF | 100.00% | 100.00% |
03/05/2024 | 1.22% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,297 CHF | 32,693 CHF | 98.61% | 98.61% |
02/05/2024 | 1.16% | 1.32 CHF | 1.34 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 48,014 CHF | 48,576 CHF | 99.13% | 99.13% |
30/04/2024 | 1.15% | 1.19 CHF | 1.21 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 50,847 CHF | 51,428 CHF | 99.93% | 99.93% |