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% | 1.75 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,419 CHF | 89,476 CHF | 95.61% | 95.61% |
28/05/2024 | 1.15% | 1.75 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,630 CHF | 91,679 CHF | 94.61% | 94.61% |
27/05/2024 | 1.20% | 1.81 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,870 CHF | 88,932 CHF | 97.14% | 97.14% |
24/05/2024 | 1.18% | 1.77 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,603 CHF | 89,658 CHF | 96.01% | 96.01% |
23/05/2024 | 1.18% | 1.78 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,262 CHF | 88,297 CHF | 97.92% | 97.92% |
22/05/2024 | 1.24% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,066 CHF | 86,127 CHF | 97.30% | 97.30% |
21/05/2024 | 1.22% | 1.68 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,596 CHF | 85,634 CHF | 99.10% | 99.10% |
17/05/2024 | 1.28% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,480 CHF | 82,530 CHF | 99.89% | 99.89% |
16/05/2024 | 1.30% | 1.57 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,718 CHF | 79,750 CHF | 98.00% | 98.00% |
15/05/2024 | 1.33% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 49,901 | 49,753 | 76,123 CHF | 76,902 CHF | 97.04% | 97.04% |