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 | 0.79% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,723 CHF | 63,223 CHF | 99.47% | 99.47% |
28/05/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,853 CHF | 62,353 CHF | 99.74% | 99.74% |
27/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,477 CHF | 59,977 CHF | 99.32% | 99.32% |
24/05/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,740 CHF | 61,240 CHF | 100.00% | 100.00% |
23/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,068 CHF | 61,568 CHF | 99.57% | 99.57% |
22/05/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,422 CHF | 64,922 CHF | 98.22% | 98.22% |
21/05/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,766 CHF | 64,266 CHF | 100.00% | 100.00% |
17/05/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,856 CHF | 68,356 CHF | 100.00% | 100.00% |
16/05/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,174 CHF | 69,674 CHF | 99.76% | 99.76% |
15/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,652 CHF | 68,152 CHF | 100.00% | 100.00% |