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 | 1.29% | 0.80 CHF | 0.81 CHF | 90,000 | 90,000 | 45,463 | 45,463 | 36,016 CHF | 36,472 CHF | 99.89% | 99.89% |
28/05/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 90,000 | 90,000 | 44,762 | 44,762 | 36,501 CHF | 36,950 CHF | 99.81% | 99.81% |
27/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 40,000 | 40,000 | 34,621 | 34,621 | 28,055 CHF | 28,401 CHF | 98.94% | 98.94% |
24/05/2024 | 1.28% | 0.83 CHF | 0.84 CHF | 90,000 | 90,000 | 44,735 | 44,735 | 36,901 CHF | 37,358 CHF | 99.99% | 99.99% |
23/05/2024 | 1.69% | 0.85 CHF | 0.86 CHF | 90,000 | 90,000 | 44,775 | 44,775 | 40,439 CHF | 41,048 CHF | 99.89% | 99.89% |
22/05/2024 | 1.76% | 0.89 CHF | 0.90 CHF | 90,000 | 90,000 | 44,734 | 44,734 | 39,475 CHF | 40,084 CHF | 100.00% | 100.00% |
21/05/2024 | 1.56% | 0.92 CHF | 0.93 CHF | 90,000 | 90,000 | 39,524 | 39,524 | 38,434 CHF | 38,938 CHF | 99.36% | 99.36% |
17/05/2024 | 1.64% | 0.97 CHF | 0.98 CHF | 90,000 | 90,000 | 44,929 | 44,929 | 42,638 CHF | 43,248 CHF | 98.88% | 98.88% |
16/05/2024 | 1.62% | 0.92 CHF | 0.93 CHF | 90,000 | 90,000 | 44,598 | 44,598 | 42,202 CHF | 42,811 CHF | 100.00% | 100.00% |
15/05/2024 | 1.73% | 0.90 CHF | 0.91 CHF | 90,000 | 90,000 | 44,624 | 44,624 | 40,158 CHF | 40,766 CHF | 100.00% | 100.00% |