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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,629 CHF | 66,129 CHF | 97.94% | 97.94% |
21/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,635 CHF | 66,135 CHF | 99.39% | 99.39% |
17/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,729 CHF | 64,229 CHF | 99.05% | 99.05% |
16/05/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,083 CHF | 60,583 CHF | 99.27% | 99.27% |
15/05/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,896 CHF | 60,396 CHF | 99.38% | 99.38% |
14/05/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,874 CHF | 63,374 CHF | 99.17% | 99.17% |
13/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,813 CHF | 65,313 CHF | 99.39% | 99.39% |
10/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,001 CHF | 65,501 CHF | 99.38% | 99.38% |
08/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,934 CHF | 72,434 CHF | 99.38% | 99.38% |
07/05/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,781 CHF | 73,281 CHF | 99.25% | 99.25% |