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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 81,372 CHF | 81,922 CHF | 99.82% | 99.82% |
15/05/2024 | 0.66% | 1.45 CHF | 1.46 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 83,599 CHF | 84,149 CHF | 99.27% | 99.27% |
14/05/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 92,607 CHF | 93,157 CHF | 98.99% | 98.99% |
13/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 87,527 CHF | 88,077 CHF | 100.00% | 100.00% |
10/05/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 83,343 CHF | 83,893 CHF | 100.00% | 100.00% |
08/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 85,033 CHF | 85,583 CHF | 99.98% | 99.98% |
07/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 88,725 CHF | 89,275 CHF | 99.79% | 99.79% |
06/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 88,461 CHF | 89,011 CHF | 99.78% | 99.78% |
03/05/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 88,587 CHF | 89,137 CHF | 99.98% | 99.98% |
02/05/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 90,133 CHF | 90,683 CHF | 99.99% | 99.99% |