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 | 0.63% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 49,998 | 50,000 | 79,140 CHF | 79,643 CHF | 99.57% | 99.57% |
22/05/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 73,573 CHF | 74,071 CHF | 98.25% | 98.25% |
21/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 78,458 CHF | 78,956 CHF | 94.46% | 94.46% |
17/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 49,998 | 96,470 CHF | 96,966 CHF | 100.00% | 100.00% |
16/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,311 CHF | 104,811 CHF | 99.76% | 99.76% |
15/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,920 CHF | 104,420 CHF | 100.00% | 100.00% |
14/05/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,627 CHF | 105,127 CHF | 99.24% | 99.24% |
13/05/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,633 CHF | 107,133 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,061 CHF | 109,561 CHF | 99.85% | 99.85% |
08/05/2024 | 0.44% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,778 CHF | 114,278 CHF | 100.00% | 100.00% |