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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,211 CHF | 60,711 CHF | 99.25% | 99.25% |
15/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,263 CHF | 59,763 CHF | 99.38% | 99.38% |
14/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,486 CHF | 55,986 CHF | 99.16% | 99.16% |
13/05/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,822 CHF | 55,322 CHF | 99.39% | 99.39% |
10/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,625 CHF | 54,125 CHF | 99.37% | 99.37% |
08/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,270 CHF | 52,770 CHF | 99.38% | 99.38% |
07/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,731 CHF | 53,231 CHF | 99.25% | 99.25% |
06/05/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,727 CHF | 56,227 CHF | 99.22% | 99.22% |
03/05/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,002 CHF | 55,502 CHF | 99.38% | 99.38% |
02/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,193 CHF | 54,693 CHF | 99.37% | 99.37% |