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 | 0.90% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,512 CHF | 56,012 CHF | 99.76% | 99.76% |
15/05/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,710 CHF | 56,210 CHF | 100.00% | 100.00% |
14/05/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,991 CHF | 57,491 CHF | 100.00% | 100.00% |
13/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,235 CHF | 58,735 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,770 CHF | 58,270 CHF | 100.00% | 100.00% |
08/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,909 CHF | 59,409 CHF | 100.00% | 100.00% |
07/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,460 CHF | 58,960 CHF | 100.00% | 100.00% |
06/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,899 CHF | 59,399 CHF | 99.52% | 99.52% |
03/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,922 CHF | 59,422 CHF | 99.70% | 99.70% |
02/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,890 CHF | 60,390 CHF | 100.00% | 100.00% |