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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,937 CHF | 82,687 CHF | 100.00% | 100.00% |
28/05/2024 | 0.88% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,277 CHF | 86,027 CHF | 100.00% | 100.00% |
27/05/2024 | 4.41% | 1.11 CHF | 1.16 CHF | 7,500 | 7,500 | 7,500 | 7,500 | 8,324 CHF | 8,699 CHF | 99.02% | 99.02% |
24/05/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,288 CHF | 85,038 CHF | 100.00% | 100.00% |
23/05/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 74,563 | 74,563 | 82,840 CHF | 83,590 CHF | 100.00% | 100.00% |
22/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,889 CHF | 82,639 CHF | 100.00% | 100.00% |
21/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 74,972 | 74,972 | 78,791 CHF | 79,541 CHF | 99.20% | 99.20% |
17/05/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,829 CHF | 80,579 CHF | 100.00% | 100.00% |
16/05/2024 | 0.91% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 74,938 | 74,938 | 81,926 CHF | 82,676 CHF | 100.00% | 100.00% |
15/05/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 74,852 | 74,852 | 87,156 CHF | 87,906 CHF | 100.00% | 100.00% |