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 | 1.52% | 0.64 CHF | 0.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 196,493 CHF | 66,498 CHF | 99.26% | 99.26% |
28/05/2024 | 1.30% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 229,495 CHF | 77,499 CHF | 99.27% | 99.27% |
27/05/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 300,000 | 100,000 | 300,000 | 80,373 | 242,016 CHF | 65,058 CHF | 99.21% | 99.21% |
24/05/2024 | 1.62% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 183,853 CHF | 62,284 CHF | 99.27% | 99.27% |
23/05/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 186,074 CHF | 63,025 CHF | 99.20% | 99.20% |
22/05/2024 | 1.75% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,597 CHF | 57,866 CHF | 99.27% | 99.27% |
21/05/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 151,227 CHF | 51,409 CHF | 99.17% | 99.17% |
17/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,540 CHF | 50,847 CHF | 99.07% | 99.07% |
16/05/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 148,282 CHF | 50,427 CHF | 99.27% | 99.27% |
15/05/2024 | 2.12% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 140,072 CHF | 47,691 CHF | 99.09% | 99.09% |