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 | 0.87% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,669 CHF | 28,919 CHF | 99.61% | 99.61% |
15/05/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,726 CHF | 29,976 CHF | 98.99% | 98.99% |
14/05/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,763 CHF | 29,013 CHF | 98.90% | 98.90% |
13/05/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,234 CHF | 28,484 CHF | 99.89% | 99.89% |
10/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,374 CHF | 27,624 CHF | 99.90% | 99.90% |
08/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,344 CHF | 27,594 CHF | 99.88% | 99.88% |
07/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,462 CHF | 27,712 CHF | 99.60% | 99.60% |
06/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,241 CHF | 27,491 CHF | 99.43% | 99.43% |
03/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,121 CHF | 27,371 CHF | 96.93% | 96.93% |
02/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,478 CHF | 29,728 CHF | 99.58% | 99.58% |