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 | 0.60% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 49,843 | 49,752 | 82,374 CHF | 82,720 CHF | 98.95% | 98.95% |
14/05/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,476 CHF | 79,976 CHF | 97.33% | 97.33% |
13/05/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,341 CHF | 73,841 CHF | 100.00% | 100.00% |
10/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,776 CHF | 74,276 CHF | 100.00% | 100.00% |
08/05/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,607 CHF | 74,107 CHF | 100.00% | 100.00% |
07/05/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,906 CHF | 71,406 CHF | 99.98% | 99.98% |
06/05/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 69,422 CHF | 69,921 CHF | 100.00% | 100.00% |
03/05/2024 | 1.21% | 1.31 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,958 CHF | 33,358 CHF | 97.74% | 97.74% |
02/05/2024 | 1.16% | 1.35 CHF | 1.36 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 49,000 CHF | 49,572 CHF | 99.13% | 99.13% |
30/04/2024 | 1.13% | 1.22 CHF | 1.23 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 51,843 CHF | 52,423 CHF | 99.96% | 99.96% |