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 | 1.79% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,680 CHF | 112,680 CHF | 99.62% | 99.62% |
28/05/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,037 CHF | 112,037 CHF | 99.85% | 99.85% |
27/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,037 CHF | 108,037 CHF | 100.00% | 100.00% |
24/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,628 CHF | 108,628 CHF | 100.00% | 100.00% |
23/05/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,372 CHF | 108,372 CHF | 99.64% | 99.64% |
22/05/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,422 CHF | 106,422 CHF | 98.57% | 98.57% |
21/05/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 107,429 CHF | 109,429 CHF | 100.00% | 100.00% |
17/05/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,160 CHF | 108,160 CHF | 100.00% | 100.00% |
16/05/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,939 CHF | 108,939 CHF | 99.91% | 99.91% |
15/05/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,743 CHF | 112,743 CHF | 100.00% | 100.00% |