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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,066 CHF | 26,316 CHF | 100.00% | 100.00% |
23/05/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,872 CHF | 27,122 CHF | 99.57% | 99.57% |
22/05/2024 | 0.84% | 1.13 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,549 CHF | 29,799 CHF | 98.25% | 98.25% |
21/05/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,660 CHF | 30,910 CHF | 100.00% | 100.00% |
17/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,255 CHF | 31,505 CHF | 100.00% | 100.00% |
16/05/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,958 CHF | 30,208 CHF | 99.77% | 99.77% |
15/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,801 CHF | 31,051 CHF | 99.42% | 99.42% |
14/05/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,029 CHF | 30,279 CHF | 100.00% | 100.00% |
13/05/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,612 CHF | 29,862 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,953 CHF | 29,203 CHF | 100.00% | 100.00% |