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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/05/2024 | 0.29% | 3.84 CHF | 3.85 CHF | 100,000 | 100,000 | 45,209 | 45,209 | 171,200 CHF | 171,681 CHF | 99.66% | 99.66% |
27/05/2024 | 0.53% | 3.77 CHF | 3.79 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 112,949 CHF | 113,549 CHF | 99.40% | 99.40% |
24/05/2024 | 0.29% | 3.83 CHF | 3.84 CHF | 100,000 | 100,000 | 45,198 | 45,198 | 171,027 CHF | 171,510 CHF | 99.64% | 99.64% |
23/05/2024 | 0.28% | 3.85 CHF | 3.86 CHF | 100,000 | 100,000 | 45,205 | 45,205 | 175,477 CHF | 175,960 CHF | 99.66% | 99.66% |
22/05/2024 | 0.28% | 3.84 CHF | 3.85 CHF | 100,000 | 100,000 | 45,383 | 45,383 | 176,678 CHF | 177,160 CHF | 98.52% | 98.52% |
21/05/2024 | 0.28% | 3.90 CHF | 3.91 CHF | 100,000 | 100,000 | 45,207 | 45,207 | 175,557 CHF | 176,040 CHF | 99.65% | 99.65% |
17/05/2024 | 0.29% | 3.80 CHF | 3.81 CHF | 100,000 | 100,000 | 45,211 | 45,211 | 169,814 CHF | 170,297 CHF | 99.67% | 99.67% |
16/05/2024 | 0.30% | 3.75 CHF | 3.76 CHF | 100,000 | 100,000 | 45,206 | 45,206 | 166,723 CHF | 167,206 CHF | 99.66% | 99.66% |
15/05/2024 | 0.31% | 3.62 CHF | 3.63 CHF | 100,000 | 100,000 | 45,207 | 45,207 | 162,670 CHF | 163,153 CHF | 99.65% | 99.65% |
14/05/2024 | 0.31% | 3.55 CHF | 3.56 CHF | 100,000 | 100,000 | 45,209 | 45,209 | 159,443 CHF | 159,926 CHF | 99.65% | 99.65% |