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 | 3.28% | 0.28 CHF | 0.29 CHF | 120,000 | 120,000 | 116,838 | 116,838 | 35,117 CHF | 36,285 CHF | 100.00% | 100.00% |
28/05/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 116,846 | 116,846 | 40,414 CHF | 41,583 CHF | 99.16% | 99.16% |
27/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24/05/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 110,000 | 110,000 | 107,130 | 107,130 | 40,260 CHF | 41,332 CHF | 99.90% | 99.90% |
23/05/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 110,000 | 110,000 | 107,134 | 107,134 | 41,371 CHF | 42,443 CHF | 99.99% | 99.99% |
22/05/2024 | 2.29% | 0.39 CHF | 0.40 CHF | 110,000 | 110,000 | 107,133 | 107,133 | 46,260 CHF | 47,332 CHF | 100.00% | 100.00% |
21/05/2024 | 2.25% | 0.46 CHF | 0.47 CHF | 110,000 | 110,000 | 107,081 | 107,081 | 47,147 CHF | 48,218 CHF | 100.00% | 100.00% |
17/05/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 115,479 | 115,479 | 47,577 CHF | 48,732 CHF | 100.00% | 100.00% |
16/05/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 130,000 | 130,000 | 127,081 | 127,081 | 44,578 CHF | 45,851 CHF | 100.00% | 100.00% |
15/05/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 120,504 | 120,504 | 40,048 CHF | 41,256 CHF | 100.00% | 100.00% |