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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,421 CHF | 53,721 CHF | 98.93% | 98.93% |
23/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 54,057 CHF | 54,357 CHF | 71.26% | 71.26% |
22/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 54,049 CHF | 54,349 CHF | 97.85% | 97.85% |
21/05/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,764 CHF | 54,064 CHF | 90.16% | 90.16% |
17/05/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,894 CHF | 54,194 CHF | 98.88% | 98.88% |
16/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,465 CHF | 53,765 CHF | 99.53% | 99.53% |
15/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 55,360 CHF | 55,660 CHF | 98.91% | 98.91% |
14/05/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,896 CHF | 54,196 CHF | 99.56% | 99.56% |
13/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,498 CHF | 53,798 CHF | 99.57% | 99.57% |
10/05/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,705 CHF | 54,005 CHF | 98.20% | 98.20% |