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 | 0.51% | 2.38 CHF | 2.39 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,444 CHF | 59,841 CHF | 96.74% | 96.74% |
21/05/2024 | 0.56% | 2.18 CHF | 2.19 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,048 CHF | 54,512 CHF | 99.98% | 99.98% |
17/05/2024 | 0.58% | 2.12 CHF | 2.13 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,283 CHF | 53,040 CHF | 100.00% | 100.00% |
16/05/2024 | 0.76% | 2.21 CHF | 2.22 CHF | 30,000 | 25,000 | 21,126 | 18,662 | 46,972 CHF | 41,771 CHF | 99.35% | 99.35% |
15/05/2024 | 1.02% | 2.18 CHF | 2.20 CHF | 12,500 | 12,500 | 12,399 | 12,399 | 26,693 CHF | 26,965 CHF | 98.95% | 98.95% |
14/05/2024 | 0.98% | 2.12 CHF | 2.15 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 27,004 CHF | 27,271 CHF | 97.99% | 97.99% |
13/05/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,261 CHF | 38,551 CHF | 100.00% | 100.00% |
10/05/2024 | 0.72% | 1.46 CHF | 1.47 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 58,227 CHF | 36,655 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 1.42 CHF | 1.43 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,316 CHF | 36,088 CHF | 100.00% | 100.00% |
07/05/2024 | 0.73% | 1.44 CHF | 1.45 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,277 CHF | 34,173 CHF | 98.81% | 98.81% |