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 | 1.04% | 0.95 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,235 CHF | 24,098 CHF | 98.55% | 98.55% |
22/05/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,804 CHF | 23,085 CHF | 92.19% | 92.19% |
21/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,425 CHF | 22,927 CHF | 100.00% | 100.00% |
17/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,681 CHF | 23,034 CHF | 100.00% | 100.00% |
16/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,967 CHF | 23,153 CHF | 99.32% | 99.32% |
15/05/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 24,951 | 54,503 CHF | 22,918 CHF | 98.94% | 98.94% |
14/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,633 CHF | 45,194 CHF | 99.99% | 99.99% |
13/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 62,178 | 50,000 | 52,182 CHF | 42,481 CHF | 100.00% | 100.00% |
10/05/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 67,321 | 50,000 | 55,074 CHF | 41,472 CHF | 100.00% | 100.00% |
08/05/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 68,749 | 50,000 | 56,351 CHF | 41,507 CHF | 100.00% | 100.00% |