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 | 2.48% | 0.65 CHF | 0.66 CHF | 94,000 | 94,000 | 43,011 | 43,011 | 26,892 CHF | 27,450 CHF | 99.89% | 99.89% |
28/05/2024 | 2.43% | 0.63 CHF | 0.64 CHF | 96,000 | 96,000 | 43,102 | 43,102 | 27,167 CHF | 27,727 CHF | 100.00% | 100.00% |
27/05/2024 | 2.39% | 0.63 CHF | 0.64 CHF | 39,000 | 39,000 | 30,365 | 30,365 | 19,457 CHF | 19,893 CHF | 96.66% | 96.66% |
24/05/2024 | 2.47% | 0.62 CHF | 0.63 CHF | 96,000 | 96,000 | 43,067 | 43,067 | 26,838 CHF | 27,397 CHF | 100.00% | 100.00% |
23/05/2024 | 2.37% | 0.62 CHF | 0.63 CHF | 96,000 | 96,000 | 42,479 | 42,479 | 27,324 CHF | 27,877 CHF | 99.89% | 99.89% |
22/05/2024 | 2.30% | 0.66 CHF | 0.67 CHF | 94,000 | 94,000 | 42,580 | 42,580 | 28,098 CHF | 28,653 CHF | 100.00% | 100.00% |
21/05/2024 | 2.44% | 0.64 CHF | 0.65 CHF | 96,000 | 96,000 | 43,333 | 43,333 | 27,203 CHF | 27,765 CHF | 98.25% | 98.25% |
17/05/2024 | 2.42% | 0.64 CHF | 0.65 CHF | 96,000 | 96,000 | 43,071 | 43,071 | 27,294 CHF | 27,853 CHF | 99.89% | 99.89% |
16/05/2024 | 2.43% | 0.65 CHF | 0.66 CHF | 96,000 | 96,000 | 43,015 | 43,015 | 27,500 CHF | 28,059 CHF | 100.00% | 100.00% |
15/05/2024 | 2.27% | 0.64 CHF | 0.65 CHF | 96,000 | 96,000 | 42,905 | 42,905 | 28,528 CHF | 29,087 CHF | 100.00% | 100.00% |