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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,744 CHF | 87,244 CHF | 99.53% | 99.53% |
15/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,962 CHF | 80,462 CHF | 99.53% | 99.53% |
14/05/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,143 CHF | 85,643 CHF | 99.22% | 99.22% |
13/05/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,127 CHF | 86,627 CHF | 99.57% | 99.57% |
10/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,362 CHF | 85,862 CHF | 98.19% | 98.19% |
08/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,940 CHF | 83,440 CHF | 98.50% | 98.50% |
07/05/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 40,000 | 30,000 | 32,554 | 30,000 | 54,921 CHF | 51,053 CHF | 95.44% | 95.44% |
06/05/2024 | 0.50% | 1.89 CHF | 1.90 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 59,517 CHF | 59,817 CHF | 99.57% | 99.57% |
03/05/2024 | 0.93% | 2.17 CHF | 2.19 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 64,292 CHF | 64,892 CHF | 80.63% | 80.63% |
02/05/2024 | 0.88% | 2.27 CHF | 2.29 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 67,804 CHF | 68,404 CHF | 96.93% | 96.93% |