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 | 0.91% | 4.13 CHF | 4.14 CHF | 50,000 | 50,000 | 18,702 | 18,702 | 73,388 CHF | 73,845 CHF | 97.59% | 97.59% |
22/05/2024 | 0.63% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 18,834 | 18,834 | 52,430 CHF | 52,696 CHF | 97.87% | 97.87% |
21/05/2024 | 0.64% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 18,702 | 18,702 | 50,842 CHF | 51,107 CHF | 99.37% | 99.37% |
17/05/2024 | 0.66% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 49,814 CHF | 50,079 CHF | 99.56% | 99.56% |
16/05/2024 | 0.63% | 2.86 CHF | 2.87 CHF | 50,000 | 50,000 | 18,708 | 18,708 | 53,016 CHF | 53,282 CHF | 99.50% | 99.50% |
15/05/2024 | 0.75% | 2.73 CHF | 2.74 CHF | 50,000 | 50,000 | 18,690 | 18,690 | 46,508 CHF | 46,773 CHF | 99.18% | 99.18% |
14/05/2024 | 0.81% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 18,684 | 18,684 | 40,950 CHF | 41,215 CHF | 99.55% | 99.55% |
13/05/2024 | 0.80% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 37,452 | 37,452 | 81,625 CHF | 82,156 CHF | 99.08% | 99.08% |
10/05/2024 | 0.82% | 2.17 CHF | 2.18 CHF | 100,000 | 100,000 | 37,049 | 37,049 | 81,048 CHF | 81,576 CHF | 98.50% | 98.50% |
08/05/2024 | 0.80% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 18,688 | 18,688 | 42,110 CHF | 42,375 CHF | 99.50% | 99.50% |