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 | 1.19% | 0.84 CHF | 0.85 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 125,101 CHF | 42,200 CHF | 98.31% | 98.31% |
28/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 127,382 CHF | 42,961 CHF | 99.22% | 99.22% |
27/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 127,614 CHF | 43,038 CHF | 98.53% | 98.53% |
24/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 121,976 CHF | 41,159 CHF | 97.53% | 97.53% |
23/05/2024 | 0.95% | 0.89 CHF | 0.90 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 156,601 CHF | 52,700 CHF | 95.91% | 95.91% |
22/05/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 155,307 CHF | 52,269 CHF | 99.20% | 99.20% |
21/05/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 157,699 CHF | 53,066 CHF | 96.57% | 96.57% |
17/05/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 149,157 CHF | 50,219 CHF | 99.22% | 99.22% |
16/05/2024 | 1.10% | 0.99 CHF | 1.00 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 136,178 CHF | 45,893 CHF | 99.22% | 99.22% |
15/05/2024 | 1.09% | 0.87 CHF | 0.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 136,979 CHF | 46,160 CHF | 99.18% | 99.18% |