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 | 2.34% | 0.63 CHF | 0.64 CHF | 174,000 | 174,000 | 77,243 | 77,243 | 49,960 CHF | 50,964 CHF | 99.39% | 99.39% |
28/05/2024 | 2.10% | 0.69 CHF | 0.70 CHF | 170,000 | 170,000 | 75,596 | 75,596 | 54,467 CHF | 55,448 CHF | 100.00% | 100.00% |
27/05/2024 | 2.03% | 0.74 CHF | 0.75 CHF | 67,000 | 67,000 | 53,363 | 53,363 | 40,178 CHF | 40,937 CHF | 99.64% | 99.64% |
24/05/2024 | 1.99% | 0.74 CHF | 0.75 CHF | 166,000 | 166,000 | 73,976 | 73,976 | 56,647 CHF | 57,608 CHF | 100.00% | 100.00% |
23/05/2024 | 1.85% | 0.81 CHF | 0.82 CHF | 164,000 | 164,000 | 72,753 | 72,753 | 60,046 CHF | 60,992 CHF | 99.66% | 99.66% |
22/05/2024 | 1.88% | 0.84 CHF | 0.85 CHF | 162,000 | 162,000 | 72,792 | 72,792 | 59,964 CHF | 60,911 CHF | 100.00% | 100.00% |
21/05/2024 | 1.83% | 0.80 CHF | 0.81 CHF | 164,000 | 164,000 | 73,337 | 73,337 | 60,989 CHF | 61,941 CHF | 99.00% | 99.00% |
17/05/2024 | 1.83% | 0.83 CHF | 0.84 CHF | 162,000 | 162,000 | 73,279 | 73,279 | 60,966 CHF | 61,917 CHF | 99.27% | 99.27% |
16/05/2024 | 1.90% | 0.83 CHF | 0.84 CHF | 164,000 | 164,000 | 73,490 | 73,490 | 59,803 CHF | 60,760 CHF | 100.00% | 100.00% |
15/05/2024 | 1.86% | 0.82 CHF | 0.83 CHF | 164,000 | 164,000 | 73,321 | 73,321 | 60,726 CHF | 61,680 CHF | 100.00% | 100.00% |