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 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 49,901 | 49,752 | 69,693 CHF | 69,981 CHF | 98.95% | 98.95% |
14/05/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,627 CHF | 67,127 CHF | 97.31% | 97.31% |
13/05/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,520 CHF | 61,020 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,948 CHF | 61,448 CHF | 100.00% | 100.00% |
08/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,835 CHF | 61,335 CHF | 100.00% | 100.00% |
07/05/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,131 CHF | 58,631 CHF | 99.98% | 99.98% |
06/05/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 56,698 CHF | 57,197 CHF | 100.00% | 100.00% |
03/05/2024 | 1.44% | 1.06 CHF | 1.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,558 CHF | 26,943 CHF | 98.63% | 98.63% |
02/05/2024 | 1.45% | 1.09 CHF | 1.11 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 39,389 CHF | 39,965 CHF | 99.13% | 99.13% |
30/04/2024 | 1.40% | 0.96 CHF | 0.98 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 42,242 CHF | 42,823 CHF | 99.95% | 99.95% |