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 | 0.88% | 2.42 CHF | 2.45 CHF | 50,000 | 50,000 | 49,806 | 49,758 | 116,842 CHF | 117,754 CHF | 98.90% | 98.90% |
14/05/2024 | 0.92% | 2.32 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,871 CHF | 116,939 CHF | 99.92% | 99.92% |
13/05/2024 | 0.83% | 2.39 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,342 CHF | 120,342 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 2.32 CHF | 2.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,257 CHF | 118,275 CHF | 100.00% | 100.00% |
08/05/2024 | 0.84% | 2.34 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,318 CHF | 119,318 CHF | 98.86% | 98.86% |
07/05/2024 | 0.89% | 2.33 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,448 CHF | 112,448 CHF | 97.06% | 97.06% |
06/05/2024 | 0.91% | 2.19 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,431 CHF | 110,431 CHF | 99.38% | 99.38% |
03/05/2024 | 0.89% | 2.19 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,028 CHF | 110,007 CHF | 97.82% | 97.82% |
02/05/2024 | 0.93% | 2.12 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,524 CHF | 107,524 CHF | 99.40% | 99.40% |
30/04/2024 | 0.94% | 2.09 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,600 CHF | 106,600 CHF | 100.00% | 100.00% |