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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 24,159 CHF | 24,363 CHF | 98.86% | 98.86% |
16/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 28,172 CHF | 28,372 CHF | 99.58% | 99.58% |
15/05/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,995 CHF | 32,245 CHF | 99.54% | 99.54% |
14/05/2024 | 0.77% | 1.24 CHF | 1.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 26,007 CHF | 26,207 CHF | 99.48% | 99.48% |
13/05/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 25,310 CHF | 25,510 CHF | 99.50% | 99.50% |
10/05/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 26,932 CHF | 27,132 CHF | 99.55% | 99.55% |
08/05/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,424 CHF | 27,674 CHF | 99.53% | 99.53% |
07/05/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 30,556 CHF | 30,856 CHF | 99.53% | 99.53% |
06/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 28,279 CHF | 28,579 CHF | 99.50% | 99.50% |
03/05/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 26,895 CHF | 27,195 CHF | 99.53% | 99.53% |