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 | 0.95% | 1.07 CHF | 1.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,123 CHF | 26,373 CHF | 99.48% | 99.48% |
28/05/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,096 CHF | 25,346 CHF | 99.77% | 99.77% |
27/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,377 CHF | 24,627 CHF | 100.00% | 100.00% |
24/05/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,007 CHF | 25,257 CHF | 100.00% | 100.00% |
23/05/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,172 CHF | 22,422 CHF | 99.62% | 99.62% |
22/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,979 CHF | 22,229 CHF | 98.60% | 98.60% |
21/05/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,464 CHF | 21,714 CHF | 100.00% | 100.00% |
17/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,674 CHF | 21,924 CHF | 100.00% | 100.00% |
16/05/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,890 CHF | 23,140 CHF | 99.84% | 99.84% |
15/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,880 CHF | 22,130 CHF | 100.00% | 100.00% |