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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.68% | 1.39 CHF | 1.40 CHF | 10,000 | 10,000 | 9,828 | 9,828 | 14,315 CHF | 14,413 CHF | 100.00% | 100.00% |
15/05/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,881 CHF | 13,981 CHF | 100.00% | 100.00% |
14/05/2024 | 0.69% | 1.38 CHF | 1.39 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,541 CHF | 14,641 CHF | 100.00% | 100.00% |
13/05/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,945 CHF | 15,045 CHF | 100.00% | 100.00% |
10/05/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,594 CHF | 15,694 CHF | 100.00% | 100.00% |
08/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,657 CHF | 15,757 CHF | 100.00% | 100.00% |
07/05/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,583 CHF | 15,683 CHF | 100.00% | 100.00% |
06/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,757 CHF | 15,857 CHF | 100.00% | 100.00% |
03/05/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,867 CHF | 15,967 CHF | 100.00% | 100.00% |
02/05/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,270 CHF | 14,370 CHF | 100.00% | 100.00% |