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 | 0.50% | 1.98 CHF | 1.99 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 59,438 CHF | 39,826 CHF | 99.49% | 99.49% |
22/05/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 57,881 CHF | 38,787 CHF | 96.90% | 96.90% |
21/05/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 58,316 CHF | 19,539 CHF | 100.00% | 100.00% |
17/05/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,982 CHF | 20,761 CHF | 100.00% | 100.00% |
16/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 65,079 CHF | 21,793 CHF | 99.31% | 99.31% |
15/05/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 30,000 | 20,000 | 30,000 | 19,770 | 61,439 CHF | 40,676 CHF | 98.95% | 98.95% |
14/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 59,218 CHF | 39,679 CHF | 99.99% | 99.99% |
13/05/2024 | 0.54% | 1.97 CHF | 1.98 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 58,682 CHF | 19,666 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,181 CHF | 19,827 CHF | 100.00% | 100.00% |
08/05/2024 | 0.54% | 2.02 CHF | 2.03 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 58,972 CHF | 19,764 CHF | 100.00% | 100.00% |