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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 1.00% | 1.38 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,643 CHF | 142,059 CHF | 98.54% | 98.54% |
28/05/2024 | 0.97% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,009 CHF | 145,411 CHF | 100.00% | 100.00% |
27/05/2024 | 0.99% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,351 CHF | 147,802 CHF | 98.03% | 98.03% |
24/05/2024 | 0.98% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,533 CHF | 145,959 CHF | 96.03% | 96.03% |
23/05/2024 | 0.87% | 1.50 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,156 CHF | 154,491 CHF | 99.41% | 99.41% |
22/05/2024 | 0.96% | 1.53 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,418 CHF | 154,894 CHF | 96.65% | 96.65% |
21/05/2024 | 0.92% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,942 CHF | 156,369 CHF | 99.00% | 99.00% |
17/05/2024 | 0.95% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,960 CHF | 156,438 CHF | 100.00% | 100.00% |
16/05/2024 | 0.98% | 1.50 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,171 CHF | 152,667 CHF | 48.63% | 48.63% |
15/05/2024 | 1.00% | 1.55 CHF | 1.57 CHF | 100,000 | 100,000 | 99,238 | 99,238 | 152,921 CHF | 154,441 CHF | 98.95% | 98.95% |