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 | 0.56% | 1.78 CHF | 1.79 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,465 CHF | 53,765 CHF | 99.53% | 99.53% |
15/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 55,360 CHF | 55,660 CHF | 98.91% | 98.91% |
14/05/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,896 CHF | 54,196 CHF | 99.56% | 99.56% |
13/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,498 CHF | 53,798 CHF | 99.57% | 99.57% |
10/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,705 CHF | 54,005 CHF | 98.20% | 98.20% |
08/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 54,323 CHF | 54,623 CHF | 98.51% | 98.51% |
07/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 54,001 CHF | 54,301 CHF | 95.93% | 95.93% |
06/05/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 50,515 CHF | 50,815 CHF | 99.58% | 99.58% |
03/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 48,735 CHF | 49,035 CHF | 89.24% | 89.24% |
02/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 47,791 CHF | 48,091 CHF | 97.00% | 97.00% |