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 | 1.58% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,257 CHF | 95,586 CHF | 97.36% | 97.36% |
28/05/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,467 CHF | 103,322 CHF | 99.35% | 99.35% |
27/05/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 310,485 CHF | 104,995 CHF | 98.66% | 98.66% |
24/05/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,159 CHF | 103,886 CHF | 97.94% | 97.94% |
23/05/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,481 CHF | 103,994 CHF | 95.84% | 95.84% |
22/05/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,899 CHF | 109,133 CHF | 99.17% | 99.17% |
21/05/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 328,412 CHF | 110,971 CHF | 89.06% | 89.06% |
17/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,143 CHF | 117,214 CHF | 96.82% | 96.82% |
16/05/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,512 CHF | 113,671 CHF | 95.72% | 95.72% |
15/05/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 331,752 CHF | 112,084 CHF | 87.80% | 87.80% |