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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 23,000 | 23,000 | 23,126 | 23,126 | 59,134 CHF | 59,365 CHF | 99.78% | 100.00% |
21/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 55,706 CHF | 55,944 CHF | 100.00% | 100.00% |
17/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 24,000 | 24,000 | 23,776 | 23,776 | 54,356 CHF | 54,594 CHF | 100.00% | 100.00% |
16/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 57,081 CHF | 57,319 CHF | 100.00% | 100.00% |
15/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 55,521 CHF | 55,759 CHF | 100.00% | 100.00% |
14/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 24,000 | 24,000 | 23,843 | 23,843 | 55,970 CHF | 56,209 CHF | 98.97% | 98.97% |
13/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 26,000 | 26,000 | 25,756 | 25,756 | 44,093 CHF | 44,351 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 26,000 | 26,000 | 25,806 | 25,806 | 42,271 CHF | 42,530 CHF | 99.39% | 99.39% |
08/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 26,000 | 26,000 | 25,944 | 25,944 | 41,891 CHF | 42,150 CHF | 99.47% | 99.47% |
07/05/2024 | 0.66% | 1.62 CHF | 1.63 CHF | 26,000 | 26,000 | 26,189 | 26,189 | 40,297 CHF | 40,559 CHF | 99.69% | 99.69% |