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 | 0.65% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 49,901 | 49,752 | 76,879 CHF | 77,146 CHF | 98.95% | 98.95% |
14/05/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,844 CHF | 74,344 CHF | 97.32% | 97.32% |
13/05/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,706 CHF | 68,206 CHF | 100.00% | 100.00% |
10/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,149 CHF | 68,649 CHF | 100.00% | 100.00% |
08/05/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,009 CHF | 68,509 CHF | 100.00% | 100.00% |
07/05/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,293 CHF | 65,793 CHF | 99.98% | 99.98% |
06/05/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 63,818 CHF | 64,318 CHF | 100.00% | 100.00% |
03/05/2024 | 1.33% | 1.20 CHF | 1.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,143 CHF | 30,547 CHF | 98.39% | 98.39% |
02/05/2024 | 1.23% | 1.24 CHF | 1.25 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 44,794 CHF | 45,347 CHF | 99.13% | 99.13% |
30/04/2024 | 1.21% | 1.10 CHF | 1.12 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 47,633 CHF | 48,200 CHF | 99.95% | 99.95% |