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 | 1.85% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,227 CHF | 34,524 CHF | 92.51% | 92.51% |
28/05/2024 | 1.78% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 75,387 | 50,000 | 53,903 CHF | 36,422 CHF | 100.00% | 100.00% |
27/05/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,807 | 50,000 | 51,286 CHF | 36,729 CHF | 100.00% | 100.00% |
24/05/2024 | 3.25% | 0.71 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,462 CHF | 18,038 CHF | 96.03% | 96.03% |
23/05/2024 | 2.98% | 0.72 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,980 CHF | 18,525 CHF | 99.51% | 99.51% |
22/05/2024 | 3.31% | 0.68 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,710 CHF | 17,273 CHF | 96.81% | 96.81% |
21/05/2024 | 3.29% | 0.67 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,208 CHF | 17,783 CHF | 99.65% | 99.65% |
17/05/2024 | 2.95% | 0.71 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,885 CHF | 18,420 CHF | 100.00% | 100.00% |
16/05/2024 | 2.55% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 38,370 | 32,428 | 28,030 CHF | 24,252 CHF | 68.81% | 68.81% |
15/05/2024 | 1.71% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 49,488 | 51,497 CHF | 37,030 CHF | 98.95% | 98.95% |