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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,832 CHF | 53,082 CHF | 98.99% | 98.99% |
28/05/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,423 CHF | 55,673 CHF | 99.20% | 99.20% |
27/05/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,899 CHF | 56,149 CHF | 99.39% | 99.39% |
24/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,599 CHF | 56,849 CHF | 99.39% | 99.39% |
23/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,032 CHF | 57,282 CHF | 99.11% | 99.11% |
22/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,395 CHF | 57,645 CHF | 97.97% | 97.97% |
21/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,399 CHF | 58,649 CHF | 99.39% | 99.39% |
17/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,176 CHF | 57,426 CHF | 99.05% | 99.05% |
16/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,316 CHF | 57,566 CHF | 99.25% | 99.25% |
15/05/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,223 CHF | 53,473 CHF | 99.38% | 99.38% |