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 | 0.79% | 1.26 CHF | 1.27 CHF | 28,000 | 28,000 | 28,000 | 28,000 | 35,296 CHF | 35,576 CHF | 99.99% | 99.99% |
23/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 28,000 | 28,000 | 27,907 | 27,907 | 34,450 CHF | 34,730 CHF | 100.00% | 100.00% |
22/05/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 28,000 | 28,000 | 28,000 | 28,000 | 35,712 CHF | 35,992 CHF | 100.00% | 100.00% |
21/05/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 28,000 | 28,000 | 27,986 | 27,986 | 35,272 CHF | 35,552 CHF | 96.40% | 96.40% |
17/05/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 28,000 | 28,000 | 27,975 | 27,975 | 34,689 CHF | 34,969 CHF | 100.00% | 100.00% |
16/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 27,000 | 27,000 | 27,607 | 27,607 | 33,609 CHF | 33,885 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 28,000 | 28,000 | 27,938 | 27,938 | 34,894 CHF | 35,174 CHF | 100.00% | 100.00% |
14/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 28,000 | 28,000 | 27,997 | 27,997 | 36,539 CHF | 36,819 CHF | 99.98% | 99.98% |
13/05/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 28,000 | 28,000 | 28,311 | 28,311 | 37,609 CHF | 37,892 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 29,000 | 29,000 | 29,101 | 29,101 | 41,625 CHF | 41,916 CHF | 100.00% | 100.00% |