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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.64% | 2.26 CHF | 2.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,266 CHF | 113,997 CHF | 100.00% | 100.00% |
24/05/2024 | 0.67% | 2.35 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,299 CHF | 118,088 CHF | 96.03% | 96.03% |
23/05/2024 | 0.64% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,783 CHF | 116,527 CHF | 99.51% | 99.51% |
22/05/2024 | 0.64% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,215 CHF | 111,924 CHF | 96.90% | 96.90% |
21/05/2024 | 1.00% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 37,246 | 37,246 | 76,950 CHF | 77,671 CHF | 100.00% | 100.00% |
17/05/2024 | 0.59% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,941 CHF | 117,629 CHF | 99.99% | 99.99% |
16/05/2024 | 0.62% | 2.41 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,755 CHF | 120,503 CHF | 99.32% | 99.32% |
15/05/2024 | 0.65% | 2.41 CHF | 2.43 CHF | 50,000 | 50,000 | 49,590 | 49,438 | 114,643 CHF | 115,032 CHF | 98.95% | 98.95% |
14/05/2024 | 1.10% | 2.16 CHF | 2.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,094 CHF | 52,672 CHF | 95.23% | 95.23% |
13/05/2024 | 0.75% | 1.81 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,441 CHF | 92,132 CHF | 100.00% | 100.00% |