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 | 1.12% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 89,642 | 89,642 | 81,647 CHF | 82,545 CHF | 99.36% | 99.36% |
28/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 89,562 | 89,562 | 90,735 CHF | 91,633 CHF | 99.84% | 99.84% |
27/05/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 80,000 | 80,000 | 63,879 | 63,879 | 66,754 CHF | 67,393 CHF | 99.07% | 99.07% |
24/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 89,474 | 89,474 | 88,750 CHF | 89,646 CHF | 100.00% | 100.00% |
23/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 90,322 | 90,322 | 93,089 CHF | 93,996 CHF | 97.08% | 97.08% |
22/05/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 196,000 | 196,000 | 86,568 | 86,568 | 103,117 CHF | 103,984 CHF | 99.86% | 99.86% |
21/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 190,000 | 190,000 | 85,554 | 85,554 | 108,494 CHF | 109,351 CHF | 99.42% | 99.42% |
17/05/2024 | 0.77% | 1.40 CHF | 1.41 CHF | 184,000 | 184,000 | 83,256 | 83,256 | 112,411 CHF | 113,249 CHF | 98.94% | 98.94% |
16/05/2024 | 0.95% | 1.27 CHF | 1.28 CHF | 192,000 | 192,000 | 88,759 | 88,759 | 98,366 CHF | 99,258 CHF | 99.22% | 99.22% |
15/05/2024 | 1.06% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 89,326 | 89,326 | 86,880 CHF | 87,777 CHF | 100.00% | 100.00% |