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 | 0.84% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,611 CHF | 82,299 CHF | 99.72% | 99.72% |
28/05/2024 | 0.83% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,154 CHF | 84,857 CHF | 100.00% | 100.00% |
27/05/2024 | 0.88% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,958 CHF | 85,706 CHF | 100.00% | 100.00% |
24/05/2024 | 0.75% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,088 CHF | 89,759 CHF | 96.03% | 96.03% |
23/05/2024 | 0.83% | 1.83 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,494 CHF | 88,222 CHF | 99.50% | 99.50% |
22/05/2024 | 0.84% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,991 CHF | 83,688 CHF | 96.90% | 96.90% |
21/05/2024 | 1.23% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 37,246 | 37,246 | 55,940 CHF | 56,563 CHF | 100.00% | 100.00% |
17/05/2024 | 0.81% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,655 CHF | 89,376 CHF | 100.00% | 100.00% |
16/05/2024 | 0.82% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,503 CHF | 92,255 CHF | 99.32% | 99.32% |
15/05/2024 | 0.87% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 49,592 | 49,440 | 86,622 CHF | 87,108 CHF | 98.94% | 98.94% |