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 | 0.58% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,147 CHF | 128,897 CHF | 98.54% | 98.54% |
22/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,197 CHF | 124,947 CHF | 92.74% | 92.74% |
21/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,413 CHF | 125,163 CHF | 99.99% | 99.99% |
17/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,421 CHF | 126,171 CHF | 100.00% | 100.00% |
16/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,575 CHF | 130,325 CHF | 99.33% | 99.33% |
15/05/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 74,488 | 74,488 | 124,238 CHF | 124,987 CHF | 98.94% | 98.94% |
14/05/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 116,644 CHF | 117,394 CHF | 99.53% | 99.53% |
13/05/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,199 CHF | 118,949 CHF | 99.38% | 99.38% |
10/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 118,427 CHF | 119,177 CHF | 100.00% | 100.00% |
08/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,426 CHF | 118,176 CHF | 100.00% | 100.00% |