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 | 0.74% | 3.19 CHF | 3.20 CHF | 57,000 | 57,000 | 25,765 | 25,765 | 82,016 CHF | 82,489 CHF | 99.90% | 99.90% |
28/05/2024 | 0.70% | 3.29 CHF | 3.30 CHF | 56,000 | 56,000 | 25,201 | 25,201 | 83,125 CHF | 83,582 CHF | 100.00% | 100.00% |
27/05/2024 | 0.75% | 3.36 CHF | 3.38 CHF | 22,000 | 22,000 | 17,597 | 17,597 | 59,313 CHF | 59,742 CHF | 96.74% | 96.74% |
24/05/2024 | 0.71% | 3.31 CHF | 3.32 CHF | 56,000 | 56,000 | 25,196 | 25,196 | 83,051 CHF | 83,508 CHF | 100.00% | 100.00% |
23/05/2024 | 0.67% | 3.37 CHF | 3.38 CHF | 55,000 | 55,000 | 24,689 | 24,689 | 85,193 CHF | 85,642 CHF | 99.69% | 99.69% |
22/05/2024 | 0.72% | 3.41 CHF | 3.42 CHF | 55,000 | 55,000 | 25,078 | 25,078 | 82,103 CHF | 82,558 CHF | 100.00% | 100.00% |
21/05/2024 | 0.73% | 3.24 CHF | 3.25 CHF | 56,000 | 56,000 | 25,876 | 25,876 | 83,102 CHF | 83,575 CHF | 98.34% | 98.34% |
17/05/2024 | 0.78% | 3.10 CHF | 3.11 CHF | 58,000 | 58,000 | 26,451 | 26,451 | 79,613 CHF | 80,095 CHF | 100.00% | 100.00% |
16/05/2024 | 0.78% | 2.92 CHF | 2.93 CHF | 59,000 | 59,000 | 26,581 | 26,581 | 78,903 CHF | 79,387 CHF | 100.00% | 100.00% |
15/05/2024 | 0.78% | 2.96 CHF | 2.97 CHF | 59,000 | 59,000 | 26,441 | 26,441 | 79,061 CHF | 79,544 CHF | 99.98% | 99.98% |