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 | 3.26% | 0.31 CHF | 0.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 75,511 CHF | 78,011 CHF | 99.43% | 99.43% |
28/05/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 73,509 CHF | 76,009 CHF | 100.00% | 100.00% |
27/05/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 72,292 CHF | 74,792 CHF | 98.03% | 98.03% |
24/05/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 72,596 CHF | 75,096 CHF | 88.19% | 88.19% |
23/05/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 67,555 CHF | 70,055 CHF | 99.41% | 99.41% |
22/05/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 134,535 CHF | 139,535 CHF | 96.64% | 96.64% |
21/05/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 65,905 CHF | 68,405 CHF | 99.03% | 99.03% |
17/05/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 66,180 CHF | 68,680 CHF | 100.00% | 100.00% |
16/05/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 68,798 CHF | 71,298 CHF | 98.45% | 98.45% |
15/05/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 249,501 | 249,501 | 67,115 CHF | 69,610 CHF | 98.94% | 98.94% |