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 | 0.66% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 49,901 | 49,752 | 75,582 CHF | 75,853 CHF | 98.95% | 98.95% |
14/05/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,519 CHF | 73,019 CHF | 97.33% | 97.33% |
13/05/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,394 CHF | 66,894 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,822 CHF | 67,322 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,661 CHF | 67,161 CHF | 100.00% | 100.00% |
07/05/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,951 CHF | 64,451 CHF | 99.98% | 99.98% |
06/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 62,519 CHF | 63,019 CHF | 100.00% | 100.00% |
03/05/2024 | 1.29% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,502 CHF | 29,885 CHF | 97.66% | 97.66% |
02/05/2024 | 1.39% | 1.21 CHF | 1.23 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 43,777 CHF | 44,390 CHF | 99.13% | 99.13% |
30/04/2024 | 1.24% | 1.08 CHF | 1.09 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 46,647 CHF | 47,219 CHF | 99.95% | 99.95% |