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 | 2.35% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,791 CHF | 64,764 CHF | 99.27% | 99.27% |
28/05/2024 | 1.91% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 335,929 | 111,976 | 172,752 CHF | 58,704 CHF | 99.27% | 99.27% |
27/05/2024 | 2.65% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 80,390 | 164,493 CHF | 44,769 CHF | 99.21% | 99.21% |
24/05/2024 | 2.70% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 449,976 | 149,992 | 165,067 CHF | 56,522 CHF | 99.27% | 99.27% |
23/05/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 166,308 CHF | 56,936 CHF | 99.20% | 99.20% |
22/05/2024 | 3.06% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,025 CHF | 50,175 CHF | 99.27% | 99.27% |
21/05/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 123,839 CHF | 42,780 CHF | 99.17% | 99.17% |
17/05/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 123,932 CHF | 42,811 CHF | 99.08% | 99.08% |
16/05/2024 | 3.71% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 119,834 CHF | 41,445 CHF | 99.27% | 99.27% |
15/05/2024 | 3.99% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 110,874 CHF | 38,458 CHF | 99.08% | 99.08% |