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 | 5.69% | 0.39 CHF | 0.40 CHF | 121,900 | 121,900 | 97,239 | 97,239 | 38,754 CHF | 39,887 CHF | 100.00% | 100.00% |
28/05/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 118,700 | 118,700 | 118,120 | 118,120 | 53,893 CHF | 55,074 CHF | 100.00% | 100.00% |
27/05/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 123,800 | 123,800 | 123,183 | 123,183 | 52,468 CHF | 53,701 CHF | 97.15% | 97.15% |
24/05/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 122,300 | 122,300 | 121,257 | 121,257 | 49,949 CHF | 51,161 CHF | 100.00% | 100.00% |
23/05/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 117,600 | 117,600 | 117,081 | 117,081 | 51,332 CHF | 52,504 CHF | 100.00% | 100.00% |
22/05/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 117,700 | 117,700 | 118,326 | 118,326 | 50,113 CHF | 51,296 CHF | 100.00% | 100.00% |
21/05/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 108,600 | 108,600 | 108,065 | 108,065 | 48,552 CHF | 49,633 CHF | 100.00% | 100.00% |
17/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 101,200 | 101,200 | 100,862 | 100,862 | 50,100 CHF | 51,109 CHF | 100.00% | 100.00% |
16/05/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 97,500 | 97,500 | 97,028 | 97,028 | 50,427 CHF | 51,398 CHF | 100.00% | 100.00% |
15/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 95,500 | 95,500 | 94,862 | 94,862 | 51,564 CHF | 52,515 CHF | 100.00% | 100.00% |