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 | 0.39% | 2.53 CHF | 2.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,802 CHF | 64,052 CHF | 97.94% | 97.94% |
21/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,221 CHF | 62,471 CHF | 99.38% | 99.38% |
17/05/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,260 CHF | 61,510 CHF | 99.05% | 99.05% |
16/05/2024 | 0.37% | 2.55 CHF | 2.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,828 CHF | 67,078 CHF | 99.38% | 99.38% |
15/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,027 CHF | 75,277 CHF | 99.38% | 99.38% |
14/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,305 CHF | 74,555 CHF | 99.17% | 99.17% |
13/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,219 CHF | 76,469 CHF | 99.38% | 99.38% |
10/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,491 CHF | 75,741 CHF | 99.38% | 99.38% |
08/05/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,949 CHF | 70,199 CHF | 99.39% | 99.39% |
07/05/2024 | 0.38% | 2.76 CHF | 2.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,231 CHF | 66,481 CHF | 97.63% | 97.63% |