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 | 1.60% | 1.21 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,022 CHF | 31,522 CHF | 99.49% | 99.49% |
28/05/2024 | 1.50% | 1.32 CHF | 1.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,153 CHF | 33,653 CHF | 99.49% | 99.49% |
27/05/2024 | 1.58% | 1.28 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,441 CHF | 31,941 CHF | 99.10% | 99.10% |
24/05/2024 | 1.76% | 1.14 CHF | 1.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,213 CHF | 28,713 CHF | 99.48% | 99.48% |
23/05/2024 | 1.79% | 1.10 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,655 CHF | 28,155 CHF | 99.48% | 99.48% |
22/05/2024 | 1.74% | 1.14 CHF | 1.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,532 CHF | 29,032 CHF | 97.32% | 97.32% |
21/05/2024 | 1.63% | 1.22 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,427 CHF | 30,927 CHF | 99.56% | 99.56% |
17/05/2024 | 1.59% | 1.25 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,160 CHF | 31,660 CHF | 98.87% | 98.87% |
16/05/2024 | 1.57% | 1.27 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,684 CHF | 32,184 CHF | 99.52% | 99.52% |
15/05/2024 | 1.50% | 1.27 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,039 CHF | 33,539 CHF | 99.53% | 99.53% |