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 | 0.60% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 83,199 CHF | 83,614 CHF | 98.95% | 98.95% |
14/05/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,344 CHF | 80,844 CHF | 97.32% | 97.32% |
13/05/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,206 CHF | 74,706 CHF | 100.00% | 100.00% |
10/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,623 CHF | 75,123 CHF | 100.00% | 100.00% |
08/05/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,483 CHF | 74,983 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,771 CHF | 72,271 CHF | 99.98% | 99.98% |
06/05/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 70,301 CHF | 70,801 CHF | 100.00% | 100.00% |
03/05/2024 | 1.15% | 1.33 CHF | 1.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,393 CHF | 33,780 CHF | 98.38% | 98.38% |
02/05/2024 | 1.15% | 1.37 CHF | 1.38 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 49,645 CHF | 50,218 CHF | 98.70% | 98.70% |
30/04/2024 | 1.13% | 1.23 CHF | 1.25 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 52,490 CHF | 53,075 CHF | 99.95% | 99.95% |