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 | 0.65% | 1.54 CHF | 1.55 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 45,789 CHF | 46,089 CHF | 99.76% | 99.76% |
15/05/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 30,000 | 30,000 | 30,000 | 29,984 | 45,341 CHF | 45,617 CHF | 100.00% | 100.00% |
14/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 43,970 CHF | 44,270 CHF | 100.00% | 100.00% |
13/05/2024 | 0.67% | 1.42 CHF | 1.43 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 44,393 CHF | 44,693 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 42,619 CHF | 42,919 CHF | 100.00% | 100.00% |
08/05/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 39,362 CHF | 39,662 CHF | 100.00% | 100.00% |
07/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 41,314 CHF | 41,614 CHF | 99.76% | 99.76% |
06/05/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 38,955 CHF | 39,255 CHF | 99.52% | 99.52% |
03/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 38,412 CHF | 38,712 CHF | 99.70% | 99.70% |
02/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 35,089 CHF | 35,389 CHF | 100.00% | 100.00% |