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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.80% | 1.77 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,679 CHF | 89,391 CHF | 100.00% | 100.00% |
24/05/2024 | 0.79% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,722 CHF | 93,456 CHF | 95.67% | 95.67% |
23/05/2024 | 0.82% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,187 CHF | 91,933 CHF | 99.50% | 99.50% |
22/05/2024 | 0.78% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,623 CHF | 87,299 CHF | 96.90% | 96.90% |
21/05/2024 | 1.30% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 37,246 | 37,246 | 58,634 CHF | 59,345 CHF | 100.00% | 100.00% |
17/05/2024 | 0.82% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,323 CHF | 93,079 CHF | 100.00% | 100.00% |
16/05/2024 | 0.75% | 1.92 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,190 CHF | 95,911 CHF | 99.32% | 99.32% |
15/05/2024 | 0.75% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 49,590 | 49,438 | 90,305 CHF | 90,702 CHF | 98.95% | 98.95% |
14/05/2024 | 1.52% | 1.67 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,784 CHF | 40,392 CHF | 95.49% | 95.49% |
13/05/2024 | 1.04% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,877 CHF | 67,576 CHF | 100.00% | 100.00% |