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 | 1.49% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,649 CHF | 16,899 CHF | 99.77% | 99.77% |
15/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,916 CHF | 17,166 CHF | 100.00% | 100.00% |
14/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,392 CHF | 16,642 CHF | 100.00% | 100.00% |
13/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,310 CHF | 16,560 CHF | 100.00% | 100.00% |
10/05/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,724 CHF | 15,974 CHF | 100.00% | 100.00% |
08/05/2024 | 1.48% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,735 CHF | 16,985 CHF | 100.00% | 100.00% |
07/05/2024 | 1.43% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,383 CHF | 17,633 CHF | 99.76% | 99.76% |
06/05/2024 | 1.65% | 0.64 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,063 CHF | 15,313 CHF | 99.53% | 99.53% |
03/05/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,468 CHF | 14,718 CHF | 99.72% | 99.72% |
02/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,112 CHF | 14,362 CHF | 100.00% | 100.00% |