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 | 0.86% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,851 CHF | 83,563 CHF | 98.56% | 98.56% |
28/05/2024 | 0.86% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,357 CHF | 86,096 CHF | 100.00% | 100.00% |
27/05/2024 | 0.87% | 1.72 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,206 CHF | 86,958 CHF | 100.00% | 100.00% |
24/05/2024 | 0.84% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,259 CHF | 91,017 CHF | 95.79% | 95.79% |
23/05/2024 | 0.87% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,722 CHF | 89,494 CHF | 99.50% | 99.50% |
22/05/2024 | 0.84% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,215 CHF | 84,924 CHF | 96.90% | 96.90% |
21/05/2024 | 1.35% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 37,246 | 37,246 | 56,808 CHF | 57,524 CHF | 100.00% | 100.00% |
17/05/2024 | 0.84% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,876 CHF | 90,630 CHF | 100.00% | 100.00% |
16/05/2024 | 0.77% | 1.87 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,755 CHF | 93,470 CHF | 99.32% | 99.32% |
15/05/2024 | 0.79% | 1.87 CHF | 1.89 CHF | 50,000 | 50,000 | 49,590 | 49,438 | 87,916 CHF | 88,335 CHF | 98.95% | 98.95% |