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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.92% | 1.04 CHF | 1.05 CHF | 59,000 | 59,000 | 58,947 | 58,947 | 65,157 CHF | 65,752 CHF | 99.50% | 99.50% |
24/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 59,000 | 59,000 | 59,367 | 59,367 | 64,621 CHF | 65,215 CHF | 100.00% | 100.00% |
23/05/2024 | 0.90% | 1.07 CHF | 1.08 CHF | 59,000 | 59,000 | 59,338 | 59,338 | 66,360 CHF | 66,956 CHF | 100.00% | 100.00% |
22/05/2024 | 0.85% | 1.22 CHF | 1.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 70,252 CHF | 70,852 CHF | 100.00% | 100.00% |
21/05/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 60,000 | 60,000 | 59,941 | 59,941 | 71,051 CHF | 71,651 CHF | 99.73% | 99.73% |
17/05/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 60,000 | 60,000 | 60,439 | 60,439 | 76,583 CHF | 77,187 CHF | 99.33% | 99.33% |
16/05/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 61,000 | 61,000 | 60,946 | 60,946 | 81,602 CHF | 82,212 CHF | 100.00% | 100.00% |
15/05/2024 | 0.71% | 1.32 CHF | 1.33 CHF | 61,000 | 61,000 | 61,460 | 61,460 | 86,305 CHF | 86,921 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 62,000 | 62,000 | 61,981 | 61,981 | 88,890 CHF | 89,510 CHF | 99.98% | 99.98% |
13/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 61,000 | 61,000 | 61,065 | 61,065 | 83,481 CHF | 84,092 CHF | 100.00% | 100.00% |