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 | 1.03% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,786 CHF | 97,786 CHF | 96.21% | 96.21% |
28/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,048 CHF | 92,048 CHF | 99.38% | 99.38% |
27/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,296 CHF | 88,296 CHF | 97.50% | 97.50% |
24/05/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,292 CHF | 86,292 CHF | 95.99% | 95.99% |
23/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,262 CHF | 89,262 CHF | 96.57% | 96.57% |
22/05/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,420 CHF | 90,420 CHF | 91.57% | 91.57% |
21/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,193 CHF | 91,193 CHF | 100.00% | 100.00% |
17/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,920 CHF | 89,920 CHF | 100.00% | 100.00% |
16/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,559 CHF | 83,559 CHF | 98.70% | 98.70% |
15/05/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,342 | 99,243 | 87,827 CHF | 88,743 CHF | 98.95% | 98.95% |