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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.37% | 2.83 CHF | 2.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,201 CHF | 68,451 CHF | 99.63% | 99.63% |
22/05/2024 | 0.33% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,760 CHF | 76,010 CHF | 98.56% | 98.56% |
21/05/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,478 CHF | 76,728 CHF | 100.00% | 100.00% |
17/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,528 CHF | 72,778 CHF | 99.66% | 99.66% |
16/05/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,342 CHF | 68,592 CHF | 99.88% | 99.88% |
15/05/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,771 CHF | 72,021 CHF | 100.00% | 100.00% |
14/05/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,479 CHF | 76,729 CHF | 65.43% | 65.43% |
13/05/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,240 CHF | 77,490 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,336 CHF | 77,586 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,827 CHF | 76,077 CHF | 100.00% | 100.00% |