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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/06/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 98,959 | 98,959 | 73,470 CHF | 74,475 CHF | 99.70% | 99.70% |
04/06/2024 | 1.41% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 96,783 | 93,500 | 71,303 CHF | 69,931 CHF | 97.98% | 97.98% |
03/06/2024 | 1.72% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 97,658 | 97,658 | 66,218 CHF | 67,229 CHF | 98.13% | 98.13% |
31/05/2024 | 2.14% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 94,978 | 94,978 | 61,005 CHF | 62,030 CHF | 99.03% | 99.03% |
30/05/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 99,566 | 99,566 | 64,501 CHF | 65,503 CHF | 99.59% | 99.59% |
29/05/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,860 | 99,860 | 56,505 CHF | 57,506 CHF | 100.00% | 100.00% |
28/05/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,677 CHF | 56,677 CHF | 100.00% | 100.00% |
27/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,034 CHF | 55,034 CHF | 100.00% | 100.00% |
24/05/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 99,871 | 99,871 | 55,381 CHF | 56,381 CHF | 99.67% | 99.67% |
23/05/2024 | 2.16% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 96,990 | 96,990 | 54,521 CHF | 55,536 CHF | 98.47% | 98.47% |