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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 28,000 | 28,000 | 28,000 | 28,000 | 32,018 CHF | 32,298 CHF | 100.00% | 100.00% |
23/05/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 28,000 | 28,000 | 27,848 | 27,848 | 32,718 CHF | 32,998 CHF | 100.00% | 100.00% |
22/05/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 28,000 | 28,000 | 28,000 | 28,000 | 31,618 CHF | 31,898 CHF | 100.00% | 100.00% |
21/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 28,000 | 28,000 | 27,980 | 27,980 | 32,075 CHF | 32,355 CHF | 99.93% | 99.93% |
17/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 28,000 | 28,000 | 27,975 | 27,975 | 32,722 CHF | 33,002 CHF | 100.00% | 100.00% |
16/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 27,000 | 27,000 | 27,609 | 27,609 | 32,959 CHF | 33,235 CHF | 100.00% | 100.00% |
15/05/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 28,000 | 28,000 | 27,945 | 27,945 | 32,473 CHF | 32,753 CHF | 100.00% | 100.00% |
14/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 28,000 | 28,000 | 27,997 | 27,997 | 30,894 CHF | 31,174 CHF | 99.98% | 99.98% |
13/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 30,581 CHF | 30,864 CHF | 100.00% | 100.00% |
10/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 28,418 CHF | 28,709 CHF | 100.00% | 100.00% |