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 | 1.02% | 2.80 CHF | 2.83 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 116,853 CHF | 118,053 CHF | 100.00% | 100.00% |
22/05/2024 | 1.12% | 2.73 CHF | 2.76 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 106,157 CHF | 107,357 CHF | 100.00% | 100.00% |
21/05/2024 | 1.04% | 2.85 CHF | 2.88 CHF | 40,000 | 40,000 | 39,978 | 39,978 | 114,801 CHF | 116,001 CHF | 99.58% | 99.58% |
17/05/2024 | 1.08% | 2.74 CHF | 2.77 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 110,870 CHF | 112,070 CHF | 100.00% | 100.00% |
16/05/2024 | 1.05% | 2.76 CHF | 2.79 CHF | 40,000 | 40,000 | 39,951 | 39,951 | 113,390 CHF | 114,590 CHF | 100.00% | 100.00% |
15/05/2024 | 1.17% | 2.65 CHF | 2.68 CHF | 40,000 | 40,000 | 39,928 | 39,928 | 102,185 CHF | 103,385 CHF | 100.00% | 100.00% |
14/05/2024 | 1.18% | 2.56 CHF | 2.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 100,787 CHF | 101,987 CHF | 99.81% | 99.81% |
13/05/2024 | 1.23% | 2.44 CHF | 2.47 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,616 CHF | 97,816 CHF | 100.00% | 100.00% |
10/05/2024 | 1.17% | 2.49 CHF | 2.52 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 102,110 CHF | 103,310 CHF | 99.99% | 99.99% |
08/05/2024 | 1.17% | 2.56 CHF | 2.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 101,796 CHF | 102,996 CHF | 99.77% | 99.77% |