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 | 0.52% | 1.95 CHF | 1.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 381,397 CHF | 383,397 CHF | 99.61% | 99.61% |
28/05/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 379,221 CHF | 381,221 CHF | 99.86% | 99.86% |
27/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 376,438 CHF | 378,438 CHF | 100.00% | 100.00% |
24/05/2024 | 0.49% | 1.98 CHF | 1.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 403,358 CHF | 405,358 CHF | 100.00% | 100.00% |
23/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 395,652 CHF | 397,652 CHF | 99.58% | 99.58% |
22/05/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 378,112 CHF | 380,112 CHF | 98.55% | 98.55% |
21/05/2024 | 0.52% | 1.84 CHF | 1.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 382,278 CHF | 384,278 CHF | 100.00% | 100.00% |
17/05/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 365,415 CHF | 367,415 CHF | 100.00% | 100.00% |
16/05/2024 | 0.55% | 1.87 CHF | 1.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 361,013 CHF | 363,013 CHF | 99.87% | 99.87% |
15/05/2024 | 0.53% | 1.83 CHF | 1.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 376,593 CHF | 378,593 CHF | 100.00% | 100.00% |