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% | 0.86 CHF | 0.87 CHF | 94,000 | 94,000 | 91,195 | 91,195 | 75,971 CHF | 76,883 CHF | 100.00% | 100.00% |
28/05/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 92,000 | 92,000 | 89,582 | 89,582 | 69,831 CHF | 70,727 CHF | 99.16% | 99.16% |
27/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 90,000 | 90,000 | 88,366 | 88,366 | 65,757 CHF | 66,641 CHF | 100.00% | 100.00% |
23/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 92,000 | 92,000 | 87,714 | 87,714 | 64,539 CHF | 65,420 CHF | 100.00% | 100.00% |
22/05/2024 | 1.46% | 0.74 CHF | 0.75 CHF | 90,000 | 90,000 | 86,591 | 86,591 | 59,240 CHF | 60,106 CHF | 100.00% | 100.00% |
21/05/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 88,000 | 88,000 | 87,371 | 87,371 | 58,291 CHF | 59,166 CHF | 100.00% | 100.00% |
17/05/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 90,000 | 90,000 | 90,682 | 90,682 | 63,090 CHF | 63,997 CHF | 100.00% | 100.00% |
16/05/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 94,000 | 94,000 | 92,964 | 92,964 | 70,697 CHF | 71,628 CHF | 100.00% | 100.00% |
15/05/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 94,000 | 94,000 | 93,502 | 93,502 | 73,363 CHF | 74,300 CHF | 100.00% | 100.00% |