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 | 1.38% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,871 CHF | 36,371 CHF | 99.77% | 99.77% |
15/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,379 CHF | 36,879 CHF | 100.00% | 100.00% |
14/05/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,490 CHF | 35,990 CHF | 100.00% | 100.00% |
13/05/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,808 CHF | 35,308 CHF | 100.00% | 100.00% |
10/05/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,107 CHF | 36,607 CHF | 100.00% | 100.00% |
08/05/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,929 CHF | 36,429 CHF | 100.00% | 100.00% |
07/05/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,173 CHF | 35,673 CHF | 99.75% | 99.75% |
06/05/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,776 CHF | 35,276 CHF | 99.52% | 99.52% |
03/05/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,636 CHF | 36,136 CHF | 99.72% | 99.72% |
02/05/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,624 CHF | 35,124 CHF | 100.00% | 100.00% |