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 | 0.56% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 32,200 | 28,218 | 103,145 CHF | 90,871 CHF | 53.07% | 53.07% |
28/05/2024 | 0.63% | 3.03 CHF | 3.04 CHF | 50,000 | 50,000 | 22,322 | 15,728 | 71,715 CHF | 50,739 CHF | 76.09% | 76.09% |
27/05/2024 | 0.92% | 3.25 CHF | 3.28 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 64,678 CHF | 48,958 CHF | 99.68% | 99.68% |
24/05/2024 | 0.58% | 3.23 CHF | 3.24 CHF | 50,000 | 50,000 | 27,312 | 21,943 | 88,376 CHF | 71,289 CHF | 88.89% | 88.89% |
23/05/2024 | 0.59% | 3.26 CHF | 3.27 CHF | 50,000 | 50,000 | 26,932 | 21,452 | 86,401 CHF | 69,243 CHF | 93.71% | 93.71% |
22/05/2024 | 0.58% | 3.15 CHF | 3.16 CHF | 50,000 | 50,000 | 27,506 | 22,160 | 87,193 CHF | 70,489 CHF | 86.60% | 86.60% |
21/05/2024 | 0.63% | 3.18 CHF | 3.19 CHF | 50,000 | 50,000 | 25,878 | 20,117 | 79,450 CHF | 62,484 CHF | 93.46% | 93.46% |
17/05/2024 | 0.65% | 2.88 CHF | 2.89 CHF | 50,000 | 50,000 | 27,345 | 21,989 | 78,576 CHF | 63,489 CHF | 87.30% | 87.30% |
16/05/2024 | 0.63% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 27,312 | 21,919 | 80,799 CHF | 65,039 CHF | 87.75% | 87.75% |
15/05/2024 | 0.67% | 2.93 CHF | 2.94 CHF | 50,000 | 50,000 | 26,521 | 20,921 | 75,119 CHF | 59,806 CHF | 99.68% | 99.68% |