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 | 0.14% | 2.15 CHF | 2.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,409 CHF | 55,484 CHF | 98.28% | 98.28% |
14/05/2024 | 0.14% | 2.15 CHF | 2.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,892 CHF | 53,967 CHF | 99.93% | 99.93% |
13/05/2024 | 0.14% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,192 CHF | 54,267 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 2.15 CHF | 2.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,373 CHF | 52,448 CHF | 98.65% | 98.65% |
08/05/2024 | 0.14% | 2.11 CHF | 2.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,519 CHF | 52,594 CHF | 100.00% | 100.00% |
07/05/2024 | 0.14% | 2.12 CHF | 2.12 CHF | 25,000 | 25,000 | 25,144 | 25,144 | 54,982 CHF | 55,060 CHF | 100.00% | 100.00% |
06/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,707 CHF | 112,207 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,560 CHF | 111,060 CHF | 99.86% | 99.86% |
02/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,906 CHF | 116,406 CHF | 99.94% | 99.94% |
30/04/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,824 CHF | 114,324 CHF | 99.98% | 99.98% |