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 | 2.09% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,307 CHF | 56,475 CHF | 98.73% | 98.73% |
28/05/2024 | 1.89% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,805 CHF | 61,964 CHF | 97.49% | 97.49% |
27/05/2024 | - | 0.61 CHF | 0.67 CHF | 90,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24/05/2024 | 1.90% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,287 CHF | 65,522 CHF | 66.66% | 66.66% |
23/05/2024 | 1.82% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,879 CHF | 67,090 CHF | 99.41% | 99.41% |
22/05/2024 | 1.96% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,047 CHF | 64,294 CHF | 96.13% | 96.13% |
21/05/2024 | 1.89% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,208 CHF | 65,434 CHF | 99.96% | 99.96% |
17/05/2024 | 1.94% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,612 CHF | 66,897 CHF | 100.00% | 100.00% |
16/05/2024 | 1.75% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,315 CHF | 68,503 CHF | 99.25% | 99.25% |
15/05/2024 | 1.95% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 99,593 | 99,246 | 64,746 CHF | 65,784 CHF | 98.11% | 98.11% |