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 | 1.06% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 99,860 | 99,860 | 95,126 CHF | 96,127 CHF | 100.00% | 100.00% |
28/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,366 CHF | 95,366 CHF | 100.00% | 100.00% |
27/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,788 CHF | 93,788 CHF | 100.00% | 100.00% |
24/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 99,871 | 99,871 | 94,117 CHF | 95,117 CHF | 99.67% | 99.67% |
23/05/2024 | 1.28% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 96,991 | 96,991 | 92,169 CHF | 93,184 CHF | 98.49% | 98.49% |
22/05/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,238 CHF | 96,238 CHF | 98.88% | 98.88% |
21/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,133 CHF | 99,133 CHF | 99.99% | 99.99% |
17/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,766 CHF | 103,766 CHF | 99.99% | 99.99% |
16/05/2024 | 2.03% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 84,234 | 84,234 | 90,596 CHF | 91,674 CHF | 99.00% | 99.00% |
15/05/2024 | 2.77% | 1.04 CHF | 1.11 CHF | 20,000 | 20,000 | 73,193 | 73,193 | 79,481 CHF | 80,615 CHF | 98.05% | 98.05% |