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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,080 CHF | 35,330 CHF | 99.76% | 99.76% |
15/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,599 CHF | 35,849 CHF | 99.32% | 99.32% |
14/05/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,117 CHF | 35,367 CHF | 100.00% | 100.00% |
13/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,848 CHF | 35,098 CHF | 100.00% | 100.00% |
10/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,447 CHF | 34,697 CHF | 100.00% | 100.00% |
08/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,438 CHF | 34,688 CHF | 100.00% | 100.00% |
07/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,494 CHF | 34,744 CHF | 99.75% | 99.75% |
06/05/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,395 CHF | 34,645 CHF | 99.53% | 99.53% |
03/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,287 CHF | 34,537 CHF | 99.71% | 99.71% |
02/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,481 CHF | 35,731 CHF | 100.00% | 100.00% |