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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,981 CHF | 17,231 CHF | 99.64% | 99.64% |
15/05/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,826 CHF | 18,076 CHF | 98.99% | 98.99% |
14/05/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,055 CHF | 17,305 CHF | 99.06% | 99.06% |
13/05/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,631 CHF | 16,881 CHF | 99.90% | 99.90% |
10/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,975 CHF | 16,225 CHF | 99.88% | 99.88% |
08/05/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,917 CHF | 16,167 CHF | 99.92% | 99.92% |
07/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,026 CHF | 16,276 CHF | 99.66% | 99.66% |
06/05/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,838 CHF | 16,088 CHF | 99.47% | 99.47% |
03/05/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,750 CHF | 16,000 CHF | 97.92% | 97.92% |
02/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,643 CHF | 17,893 CHF | 99.66% | 99.66% |