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 | 1.85% | 0.54 CHF | 0.55 CHF | 76,102 | 20,000 | 76,079 | 20,000 | 40,850 CHF | 10,939 CHF | 99.49% | 99.49% |
22/05/2024 | 2.05% | 0.56 CHF | 0.57 CHF | 75,859 | 20,000 | 76,729 | 20,000 | 37,267 CHF | 9,918 CHF | 96.90% | 96.90% |
21/05/2024 | 1.98% | 0.46 CHF | 0.47 CHF | 76,783 | 10,000 | 76,225 | 10,000 | 38,105 CHF | 5,100 CHF | 100.00% | 100.00% |
17/05/2024 | 1.59% | 0.59 CHF | 0.60 CHF | 74,989 | 10,000 | 74,659 | 10,000 | 46,556 CHF | 6,336 CHF | 100.00% | 100.00% |
16/05/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70,000 | 10,000 | 71,343 | 10,000 | 51,573 CHF | 7,336 CHF | 81.11% | 81.11% |
15/05/2024 | 1.67% | 0.67 CHF | 0.68 CHF | 73,733 | 20,000 | 74,564 | 19,770 | 45,100 CHF | 12,152 CHF | 98.95% | 98.95% |
14/05/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 75,413 | 20,000 | 75,680 | 20,000 | 40,284 CHF | 10,847 CHF | 100.00% | 100.00% |
13/05/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 75,859 | 10,000 | 75,963 | 10,000 | 39,029 CHF | 5,238 CHF | 100.00% | 100.00% |
10/05/2024 | 1.87% | 0.48 CHF | 0.49 CHF | 76,493 | 10,000 | 75,798 | 10,000 | 40,297 CHF | 5,417 CHF | 100.00% | 100.00% |
08/05/2024 | 1.89% | 0.58 CHF | 0.59 CHF | 75,425 | 10,000 | 76,050 | 10,000 | 39,979 CHF | 5,357 CHF | 100.00% | 100.00% |