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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 1.01% | 0.94 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,582 CHF | 24,832 CHF | 99.77% | 99.77% |
15/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,526 CHF | 23,776 CHF | 99.37% | 99.37% |
14/05/2024 | 1.01% | 0.94 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,518 CHF | 24,768 CHF | 100.00% | 100.00% |
13/05/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,081 CHF | 25,331 CHF | 100.00% | 100.00% |
10/05/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,985 CHF | 26,235 CHF | 100.00% | 100.00% |
08/05/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,079 CHF | 26,329 CHF | 100.00% | 100.00% |
07/05/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,953 CHF | 26,203 CHF | 99.76% | 99.76% |
06/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,197 CHF | 26,447 CHF | 99.52% | 99.52% |
03/05/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,362 CHF | 26,612 CHF | 98.80% | 98.80% |
02/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,022 CHF | 24,272 CHF | 100.00% | 100.00% |