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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,169 CHF | 55,223 CHF | 80.98% | 80.98% |
24/05/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 163,162 CHF | 55,887 CHF | 95.79% | 95.79% |
23/05/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,103 CHF | 60,201 CHF | 94.44% | 94.44% |
22/05/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 147,472 CHF | 50,657 CHF | 97.43% | 97.43% |
21/05/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,669 CHF | 49,390 CHF | 95.32% | 95.32% |
17/05/2024 | 2.80% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 158,499 CHF | 54,333 CHF | 96.05% | 96.05% |
16/05/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 134,038 CHF | 46,179 CHF | 99.29% | 99.29% |
15/05/2024 | 3.43% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,971 CHF | 44,490 CHF | 98.25% | 98.25% |
14/05/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 134,551 CHF | 46,350 CHF | 96.11% | 96.11% |
13/05/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 143,187 CHF | 49,229 CHF | 94.90% | 94.90% |