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 | 0.87% | 1.17 CHF | 1.18 CHF | 310,000 | 310,000 | 139,535 | 139,535 | 163,557 CHF | 164,955 CHF | 99.89% | 99.89% |
28/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 310,000 | 310,000 | 138,957 | 138,957 | 161,310 CHF | 162,702 CHF | 99.99% | 99.99% |
27/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 124,000 | 124,000 | 98,680 | 98,680 | 115,454 CHF | 116,441 CHF | 96.74% | 96.74% |
24/05/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 320,000 | 320,000 | 142,689 | 142,689 | 170,362 CHF | 171,791 CHF | 100.00% | 100.00% |
23/05/2024 | 0.96% | 1.15 CHF | 1.16 CHF | 310,000 | 310,000 | 132,076 | 132,076 | 143,195 CHF | 144,523 CHF | 99.87% | 99.87% |
22/05/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 300,000 | 300,000 | 133,496 | 133,496 | 143,496 CHF | 144,834 CHF | 100.00% | 100.00% |
21/05/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 300,000 | 300,000 | 133,454 | 133,454 | 142,435 CHF | 143,772 CHF | 97.90% | 97.90% |
17/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 300,000 | 300,000 | 134,143 | 134,143 | 146,186 CHF | 147,530 CHF | 99.89% | 99.89% |
16/05/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 300,000 | 300,000 | 137,046 | 137,046 | 152,533 CHF | 153,909 CHF | 100.00% | 100.00% |
15/05/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 310,000 | 310,000 | 138,631 | 138,631 | 156,073 CHF | 157,464 CHF | 99.90% | 99.90% |