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 | 0.68% | 2.11 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,526 CHF | 102,222 CHF | 99.50% | 99.50% |
22/05/2024 | 0.71% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,024 CHF | 97,715 CHF | 96.90% | 96.90% |
21/05/2024 | 1.09% | 1.79 CHF | 1.81 CHF | 50,000 | 50,000 | 37,246 | 37,246 | 66,369 CHF | 67,021 CHF | 100.00% | 100.00% |
17/05/2024 | 0.72% | 1.99 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,630 CHF | 103,376 CHF | 100.00% | 100.00% |
16/05/2024 | 0.71% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,503 CHF | 106,255 CHF | 99.32% | 99.32% |
15/05/2024 | 0.71% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 49,592 | 49,440 | 100,549 CHF | 100,952 CHF | 98.94% | 98.94% |
14/05/2024 | 1.34% | 1.87 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,984 CHF | 45,591 CHF | 95.40% | 95.40% |
13/05/2024 | 0.92% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,264 CHF | 77,976 CHF | 100.00% | 100.00% |
10/05/2024 | 0.90% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,309 CHF | 78,009 CHF | 100.00% | 100.00% |
08/05/2024 | 0.94% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,395 CHF | 76,106 CHF | 100.00% | 100.00% |