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 | 0.80% | 2.06 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,804 CHF | 107,661 CHF | 99.66% | 99.66% |
28/05/2024 | 0.73% | 2.34 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,748 CHF | 117,607 CHF | 75.65% | 75.65% |
27/05/2024 | 0.70% | 2.25 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,507 CHF | 113,303 CHF | 100.00% | 100.00% |
24/05/2024 | 0.76% | 2.21 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,543 CHF | 111,381 CHF | 98.74% | 98.74% |
23/05/2024 | 0.69% | 2.23 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,871 CHF | 111,640 CHF | 87.40% | 87.40% |
22/05/2024 | 0.81% | 2.25 CHF | 2.27 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,180 CHF | 57,277 CHF | 76.47% | 76.47% |
21/05/2024 | 0.98% | 2.55 CHF | 2.57 CHF | 25,000 | 25,000 | 21,549 | 21,549 | 55,480 CHF | 55,982 CHF | 100.00% | 100.00% |
17/05/2024 | 1.36% | 2.75 CHF | 2.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,921 CHF | 69,863 CHF | 100.00% | 100.00% |
16/05/2024 | 0.72% | 2.46 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,325 CHF | 122,205 CHF | 99.30% | 99.30% |
15/05/2024 | 0.77% | 2.34 CHF | 2.36 CHF | 50,000 | 50,000 | 49,591 | 49,439 | 114,485 CHF | 115,006 CHF | 98.89% | 98.89% |