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 | 1.39% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 58,604 | 50,000 | 57,602 CHF | 49,860 CHF | 99.33% | 99.33% |
28/05/2024 | 1.49% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 51,329 | 50,000 | 53,006 CHF | 52,468 CHF | 100.00% | 100.00% |
27/05/2024 | 1.39% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,565 CHF | 53,302 CHF | 100.00% | 100.00% |
24/05/2024 | 1.25% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,644 CHF | 57,359 CHF | 96.03% | 96.03% |
23/05/2024 | 1.35% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,077 CHF | 55,825 CHF | 99.50% | 99.50% |
22/05/2024 | 1.37% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 52,240 | 50,000 | 52,757 CHF | 51,278 CHF | 96.86% | 96.86% |
21/05/2024 | 2.20% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 43,752 | 37,246 | 37,278 CHF | 32,431 CHF | 100.00% | 100.00% |
17/05/2024 | 1.41% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,252 CHF | 57,049 CHF | 99.98% | 99.98% |
16/05/2024 | 1.21% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,155 CHF | 59,873 CHF | 99.32% | 99.32% |
15/05/2024 | 1.25% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 49,466 | 54,994 CHF | 55,081 CHF | 98.86% | 98.86% |