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 | 2.54% | 0.41 CHF | 0.42 CHF | 116,000 | 116,000 | 114,726 | 114,726 | 44,587 CHF | 45,734 CHF | 100.00% | 100.00% |
28/05/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 114,000 | 114,000 | 113,708 | 113,708 | 41,349 CHF | 42,486 CHF | 99.15% | 99.15% |
27/05/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 114,000 | 114,000 | 113,546 | 113,546 | 42,597 CHF | 43,737 CHF | 99.31% | 99.31% |
24/05/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 42,357 CHF | 43,497 CHF | 100.00% | 100.00% |
23/05/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 112,000 | 112,000 | 111,416 | 111,416 | 37,985 CHF | 39,104 CHF | 100.00% | 100.00% |
22/05/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 110,000 | 110,000 | 112,138 | 112,138 | 38,790 CHF | 39,912 CHF | 100.00% | 100.00% |
21/05/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 114,000 | 114,000 | 114,294 | 114,294 | 43,731 CHF | 44,875 CHF | 100.00% | 100.00% |
17/05/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 112,000 | 112,000 | 112,577 | 112,577 | 39,362 CHF | 40,488 CHF | 100.00% | 100.00% |
16/05/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 114,000 | 114,000 | 114,417 | 114,417 | 41,646 CHF | 42,791 CHF | 100.00% | 100.00% |
15/05/2024 | 2.89% | 0.37 CHF | 0.38 CHF | 114,000 | 114,000 | 112,903 | 112,903 | 38,861 CHF | 39,993 CHF | 100.00% | 100.00% |