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 | 1.00% | 44.45 CHF | 44.90 CHF | 14,990 | 15,000 | 14,998 | 15,000 | 682,510 CHF | 689,463 CHF | 100.00% | 100.00% |
22/05/2024 | 1.00% | 45.97 CHF | 46.43 CHF | 14,724 | 14,845 | 14,726 | 14,929 | 674,754 CHF | 690,905 CHF | 100.00% | 100.00% |
21/05/2024 | 1.00% | 45.79 CHF | 46.25 CHF | 14,691 | 14,442 | 14,692 | 14,806 | 679,883 CHF | 692,066 CHF | 100.00% | 100.00% |
17/05/2024 | 1.01% | 43.54 CHF | 43.98 CHF | 15,000 | 14,999 | 15,000 | 14,999 | 650,782 CHF | 657,325 CHF | 100.00% | 100.00% |
16/05/2024 | 0.99% | 42.86 CHF | 43.29 CHF | 14,789 | 13,670 | 14,925 | 14,948 | 642,455 CHF | 649,851 CHF | 100.00% | 100.00% |
15/05/2024 | 1.00% | 42.05 CHF | 42.47 CHF | 9,244 | 14,918 | 14,066 | 14,986 | 577,626 CHF | 622,421 CHF | 100.00% | 100.00% |
14/05/2024 | 1.01% | 40.46 CHF | 40.87 CHF | 14,997 | 15,000 | 14,997 | 15,000 | 608,201 CHF | 614,472 CHF | 100.00% | 100.00% |
13/05/2024 | 1.00% | 41.11 CHF | 41.52 CHF | 14,880 | 14,980 | 14,926 | 14,987 | 612,584 CHF | 621,263 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 40.15 CHF | 40.55 CHF | 14,962 | 14,975 | 14,962 | 14,999 | 616,987 CHF | 624,735 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 41.10 CHF | 41.51 CHF | 15,000 | 14,998 | 15,000 | 14,998 | 614,226 CHF | 620,293 CHF | 100.00% | 100.00% |