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 | 0.76% | 20.84 CHF | 21.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,200 CHF | 105,000 CHF | 94.62% | 94.62% |
15/05/2024 | 0.76% | 20.84 CHF | 21.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,210 CHF | 105,000 CHF | 87.11% | 87.11% |
14/05/2024 | 0.76% | 20.84 CHF | 21.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,209 CHF | 105,000 CHF | 80.94% | 80.94% |
13/05/2024 | 0.76% | 20.84 CHF | 21.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,200 CHF | 105,000 CHF | 62.14% | 62.14% |
10/05/2024 | 0.76% | 20.84 CHF | 21.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,200 CHF | 105,000 CHF | 96.68% | 96.68% |
08/05/2024 | 0.76% | 20.84 CHF | 21.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,200 CHF | 105,000 CHF | 93.92% | 93.92% |
07/05/2024 | 0.75% | 20.84 CHF | 21.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,170 CHF | 104,953 CHF | 67.57% | 67.57% |
06/05/2024 | 0.76% | 20.84 CHF | 21.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,200 CHF | 105,000 CHF | 97.77% | 97.77% |
03/05/2024 | 0.72% | 20.84 CHF | 20.98 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,111 CHF | 104,864 CHF | 93.03% | 93.03% |
02/05/2024 | 0.72% | 20.84 CHF | 20.98 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 104,094 CHF | 104,847 CHF | 89.14% | 89.14% |