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 | 1.47% | 0.72 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,919 CHF | 17,169 CHF | 99.61% | 99.61% |
15/05/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,993 CHF | 18,243 CHF | 98.97% | 98.97% |
14/05/2024 | 1.46% | 0.72 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,013 CHF | 17,263 CHF | 98.86% | 98.86% |
13/05/2024 | 1.51% | 0.69 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,484 CHF | 16,734 CHF | 99.89% | 99.89% |
10/05/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,624 CHF | 15,874 CHF | 99.90% | 99.90% |
08/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,594 CHF | 15,844 CHF | 99.88% | 99.88% |
07/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,720 CHF | 15,970 CHF | 99.61% | 99.61% |
06/05/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,491 CHF | 15,741 CHF | 99.43% | 99.43% |
03/05/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,371 CHF | 15,621 CHF | 96.92% | 96.92% |
02/05/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,728 CHF | 17,978 CHF | 99.62% | 99.62% |