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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.45% | 2.60 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,187 CHF | 65,480 CHF | 96.67% | 96.67% |
21/05/2024 | 0.48% | 2.41 CHF | 2.42 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,769 CHF | 60,095 CHF | 100.00% | 100.00% |
17/05/2024 | 0.49% | 2.35 CHF | 2.36 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,060 CHF | 58,672 CHF | 99.99% | 99.99% |
16/05/2024 | 0.71% | 2.44 CHF | 2.45 CHF | 30,000 | 25,000 | 21,126 | 18,662 | 51,724 CHF | 45,981 CHF | 99.35% | 99.35% |
15/05/2024 | 0.92% | 2.41 CHF | 2.43 CHF | 12,500 | 12,500 | 12,399 | 12,399 | 29,492 CHF | 29,763 CHF | 98.95% | 98.95% |
14/05/2024 | 0.91% | 2.35 CHF | 2.37 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 29,804 CHF | 30,078 CHF | 97.97% | 97.97% |
13/05/2024 | 0.66% | 1.75 CHF | 1.76 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,680 CHF | 44,191 CHF | 100.00% | 100.00% |
10/05/2024 | 0.68% | 1.69 CHF | 1.70 CHF | 30,000 | 25,000 | 31,565 | 25,000 | 52,994 CHF | 42,297 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 1.64 CHF | 1.65 CHF | 40,000 | 25,000 | 35,889 | 25,000 | 59,417 CHF | 41,726 CHF | 100.00% | 100.00% |
07/05/2024 | 0.72% | 1.67 CHF | 1.68 CHF | 30,000 | 25,000 | 39,890 | 25,000 | 63,059 CHF | 39,811 CHF | 98.16% | 98.16% |