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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,098 CHF | 54,598 CHF | 99.17% | 99.17% |
13/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,167 CHF | 55,667 CHF | 99.38% | 99.38% |
10/05/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,662 CHF | 57,162 CHF | 96.01% | 96.01% |
08/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,886 CHF | 58,386 CHF | 99.38% | 99.38% |
07/05/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,224 CHF | 61,724 CHF | 99.23% | 99.23% |
06/05/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 53,674 | 53,674 | 55,255 CHF | 55,792 CHF | 99.22% | 99.22% |
03/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 71,191 | 71,191 | 68,839 CHF | 69,550 CHF | 99.38% | 99.38% |
02/05/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 55,147 | 55,147 | 56,253 CHF | 56,804 CHF | 99.39% | 99.39% |
30/04/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,767 CHF | 56,267 CHF | 99.43% | 99.43% |
29/04/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,395 CHF | 58,895 CHF | 99.30% | 99.30% |