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 | 4.81% | 0.21 CHF | 0.22 CHF | 120,000 | 120,000 | 53,520 | 53,520 | 11,153 CHF | 11,690 CHF | 99.89% | 99.89% |
28/05/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 53,573 | 53,573 | 11,883 CHF | 12,421 CHF | 99.81% | 99.81% |
27/05/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 39,245 | 39,245 | 8,634 CHF | 9,026 CHF | 98.94% | 98.94% |
24/05/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 53,527 | 53,527 | 12,154 CHF | 12,692 CHF | 99.99% | 99.99% |
23/05/2024 | 3.84% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 53,563 | 53,563 | 13,766 CHF | 14,304 CHF | 99.88% | 99.88% |
22/05/2024 | 3.99% | 0.26 CHF | 0.27 CHF | 120,000 | 120,000 | 53,526 | 53,526 | 13,575 CHF | 14,113 CHF | 100.00% | 100.00% |
21/05/2024 | 3.38% | 0.28 CHF | 0.28 CHF | 120,000 | 120,000 | 53,658 | 53,658 | 15,849 CHF | 16,388 CHF | 99.35% | 99.35% |
17/05/2024 | 3.58% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 53,821 | 53,821 | 15,322 CHF | 15,862 CHF | 98.88% | 98.88% |
16/05/2024 | 3.52% | 0.28 CHF | 0.28 CHF | 120,000 | 120,000 | 53,122 | 53,122 | 15,053 CHF | 15,588 CHF | 100.00% | 100.00% |
15/05/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 53,393 | 53,393 | 14,250 CHF | 14,787 CHF | 100.00% | 100.00% |