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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 45,000 | 45,000 | 44,572 | 44,572 | 63,278 CHF | 63,724 CHF | 98.98% | 98.98% |
22/05/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 67,972 CHF | 68,419 CHF | 100.00% | 100.00% |
21/05/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 45,000 | 45,000 | 44,575 | 44,575 | 71,665 CHF | 72,112 CHF | 99.56% | 99.56% |
17/05/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 45,000 | 45,000 | 44,575 | 44,575 | 73,733 CHF | 74,179 CHF | 98.85% | 98.85% |
16/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 71,246 CHF | 71,692 CHF | 100.00% | 100.00% |
15/05/2024 | 0.67% | 1.59 CHF | 1.60 CHF | 45,000 | 45,000 | 44,580 | 44,580 | 67,497 CHF | 67,944 CHF | 100.00% | 100.00% |
14/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 45,000 | 45,000 | 44,575 | 44,575 | 69,233 CHF | 69,679 CHF | 99.30% | 99.30% |
13/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 45,000 | 45,000 | 44,579 | 44,579 | 69,307 CHF | 69,753 CHF | 100.00% | 100.00% |
10/05/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 45,000 | 45,000 | 44,659 | 44,659 | 68,406 CHF | 68,853 CHF | 87.22% | 93.37% |
08/05/2024 | 0.73% | 1.44 CHF | 1.45 CHF | 45,000 | 45,000 | 44,919 | 44,919 | 61,749 CHF | 62,199 CHF | 99.41% | 99.41% |