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 | 0.93% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 49,739 | 57,214 CHF | 57,443 CHF | 93.48% | 93.48% |
14/05/2024 | 1.05% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 48,033 | 48,033 | 56,064 CHF | 56,639 CHF | 100.00% | 100.00% |
13/05/2024 | 1.93% | 1.17 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,765 CHF | 29,324 CHF | 100.00% | 100.00% |
10/05/2024 | 1.63% | 1.22 CHF | 1.24 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 45,581 CHF | 46,331 CHF | 98.77% | 98.77% |
08/05/2024 | 1.48% | 1.33 CHF | 1.35 CHF | 25,000 | 25,000 | 25,747 | 25,747 | 34,046 CHF | 34,546 CHF | 98.88% | 98.88% |
07/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,105 CHF | 91,855 CHF | 97.55% | 97.55% |
06/05/2024 | 0.87% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,696 CHF | 62,238 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,907 CHF | 92,657 CHF | 98.64% | 98.64% |
02/05/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,737 CHF | 104,487 CHF | 99.13% | 99.13% |
30/04/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,191 CHF | 104,941 CHF | 100.00% | 100.00% |