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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 1.88% | 1.02 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,348 CHF | 26,848 CHF | 99.53% | 99.53% |
28/05/2024 | 1.74% | 1.13 CHF | 1.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,475 CHF | 28,975 CHF | 99.49% | 99.49% |
27/05/2024 | 1.85% | 1.10 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,882 CHF | 27,382 CHF | 94.30% | 94.30% |
24/05/2024 | 2.10% | 0.95 CHF | 0.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,553 CHF | 24,053 CHF | 98.61% | 98.61% |
23/05/2024 | 2.15% | 0.91 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,981 CHF | 23,481 CHF | 99.48% | 99.48% |
22/05/2024 | 2.07% | 0.95 CHF | 0.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,860 CHF | 24,360 CHF | 97.32% | 97.32% |
21/05/2024 | 1.92% | 1.03 CHF | 1.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,764 CHF | 26,264 CHF | 99.56% | 99.56% |
17/05/2024 | 1.87% | 1.07 CHF | 1.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,513 CHF | 27,013 CHF | 98.88% | 98.88% |
16/05/2024 | 1.83% | 1.08 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,058 CHF | 27,558 CHF | 99.52% | 99.52% |
15/05/2024 | 1.74% | 1.09 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,418 CHF | 28,918 CHF | 99.53% | 99.53% |