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 | 0.53% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,870 CHF | 47,120 CHF | 95.01% | 95.01% |
23/05/2024 | 0.48% | 1.97 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,016 CHF | 52,266 CHF | 99.70% | 99.70% |
22/05/2024 | 0.56% | 1.97 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,442 CHF | 44,692 CHF | 98.56% | 98.56% |
21/05/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,492 CHF | 43,742 CHF | 99.95% | 99.95% |
17/05/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,340 CHF | 47,590 CHF | 99.67% | 99.67% |
16/05/2024 | 0.49% | 1.98 CHF | 1.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,012 CHF | 51,262 CHF | 99.88% | 99.88% |
15/05/2024 | 0.53% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,516 CHF | 47,766 CHF | 100.00% | 100.00% |
14/05/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,717 CHF | 42,967 CHF | 65.43% | 65.43% |
13/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,813 CHF | 42,063 CHF | 100.00% | 100.00% |
10/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,774 CHF | 42,024 CHF | 100.00% | 100.00% |