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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.67% | 2.14 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,994 CHF | 103,689 CHF | 99.50% | 99.50% |
22/05/2024 | 0.71% | 2.02 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,424 CHF | 99,123 CHF | 96.90% | 96.90% |
21/05/2024 | 1.01% | 1.82 CHF | 1.84 CHF | 50,000 | 50,000 | 37,246 | 37,246 | 67,453 CHF | 68,073 CHF | 100.00% | 100.00% |
17/05/2024 | 0.66% | 2.02 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,130 CHF | 104,823 CHF | 100.00% | 100.00% |
16/05/2024 | 0.67% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,970 CHF | 107,690 CHF | 99.32% | 99.32% |
15/05/2024 | 0.77% | 2.15 CHF | 2.17 CHF | 50,000 | 50,000 | 49,602 | 49,456 | 101,945 CHF | 102,426 CHF | 98.84% | 98.84% |
14/05/2024 | 1.24% | 1.90 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,688 CHF | 46,258 CHF | 95.53% | 95.53% |
13/05/2024 | 0.87% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,662 CHF | 79,350 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,702 CHF | 79,343 CHF | 99.94% | 99.94% |
08/05/2024 | 0.86% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,811 CHF | 77,477 CHF | 100.00% | 100.00% |