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 | 0.56% | 1.80 CHF | 1.81 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,115 CHF | 53,415 CHF | 99.57% | 99.57% |
15/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,356 CHF | 45,606 CHF | 99.50% | 99.50% |
14/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 59,140 CHF | 59,440 CHF | 99.50% | 99.56% |
13/05/2024 | 0.57% | 1.88 CHF | 1.89 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 61,787 CHF | 62,137 CHF | 99.09% | 99.09% |
10/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 58,966 CHF | 59,316 CHF | 99.52% | 99.52% |
08/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 59,945 CHF | 60,295 CHF | 99.51% | 99.51% |
07/05/2024 | 0.56% | 1.71 CHF | 1.72 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 53,105 CHF | 53,405 CHF | 99.58% | 99.58% |
06/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 54,297 CHF | 54,597 CHF | 99.56% | 99.56% |
03/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 54,119 CHF | 54,419 CHF | 99.53% | 99.53% |
02/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 30,000 | 30,000 | 26,759 | 26,759 | 51,125 CHF | 51,392 CHF | 99.43% | 99.43% |