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 | 0.80% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,149 CHF | 31,399 CHF | 99.77% | 99.77% |
15/05/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,461 CHF | 31,711 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,892 CHF | 31,142 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,834 CHF | 31,084 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,224 CHF | 30,474 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,235 CHF | 31,485 CHF | 100.00% | 100.00% |
07/05/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,883 CHF | 32,133 CHF | 99.76% | 99.76% |
06/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,563 CHF | 29,813 CHF | 99.53% | 99.53% |
03/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,968 CHF | 29,218 CHF | 99.70% | 99.70% |
02/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,592 CHF | 28,842 CHF | 100.00% | 100.00% |