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 | 0.94% | 1.06 CHF | 1.07 CHF | 28,000 | 28,000 | 28,000 | 28,000 | 29,696 CHF | 29,976 CHF | 99.99% | 99.99% |
23/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 28,000 | 28,000 | 27,904 | 27,904 | 28,897 CHF | 29,177 CHF | 100.00% | 100.00% |
22/05/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 28,000 | 28,000 | 28,000 | 28,000 | 30,161 CHF | 30,441 CHF | 100.00% | 100.00% |
21/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 28,000 | 28,000 | 27,987 | 27,987 | 29,674 CHF | 29,954 CHF | 96.40% | 96.40% |
17/05/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 28,000 | 28,000 | 27,975 | 27,975 | 29,117 CHF | 29,397 CHF | 100.00% | 100.00% |
16/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 27,000 | 27,000 | 27,606 | 27,606 | 28,106 CHF | 28,382 CHF | 100.00% | 100.00% |
15/05/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 28,000 | 28,000 | 27,938 | 27,938 | 29,307 CHF | 29,587 CHF | 100.00% | 100.00% |
14/05/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 28,000 | 28,000 | 27,997 | 27,997 | 30,977 CHF | 31,257 CHF | 99.98% | 99.98% |
13/05/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 31,984 CHF | 32,267 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 35,823 CHF | 36,114 CHF | 100.00% | 100.00% |