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 | 0.58% | 1.73 CHF | 1.74 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 51,875 CHF | 34,783 CHF | 96.03% | 96.03% |
23/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,883 CHF | 36,788 CHF | 99.49% | 99.49% |
22/05/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 53,339 CHF | 35,759 CHF | 96.90% | 96.90% |
21/05/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 53,773 CHF | 18,024 CHF | 100.00% | 100.00% |
17/05/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 57,429 CHF | 19,243 CHF | 100.00% | 100.00% |
16/05/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 60,537 CHF | 20,279 CHF | 99.31% | 99.31% |
15/05/2024 | 0.53% | 1.96 CHF | 1.97 CHF | 30,000 | 20,000 | 30,000 | 19,770 | 56,888 CHF | 37,677 CHF | 98.95% | 98.95% |
14/05/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,671 CHF | 36,647 CHF | 100.00% | 100.00% |
13/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,043 CHF | 18,114 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 54,555 CHF | 18,285 CHF | 100.00% | 100.00% |