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 | 1.02% | 1.01 CHF | 1.02 CHF | 405,000 | 405,000 | 181,202 | 181,202 | 180,103 CHF | 181,918 CHF | 99.86% | 99.86% |
28/05/2024 | 1.30% | 0.98 CHF | 0.99 CHF | 400,000 | 400,000 | 168,191 | 168,191 | 166,317 CHF | 168,030 CHF | 100.00% | 100.00% |
27/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 162,000 | 162,000 | 128,674 | 128,674 | 128,426 CHF | 129,714 CHF | 99.28% | 99.28% |
24/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 405,000 | 405,000 | 181,577 | 181,577 | 182,822 CHF | 184,641 CHF | 99.99% | 99.99% |
23/05/2024 | 1.05% | 1.00 CHF | 1.01 CHF | 405,000 | 405,000 | 179,166 | 179,166 | 176,594 CHF | 178,395 CHF | 99.89% | 99.89% |
22/05/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 395,000 | 395,000 | 178,195 | 178,195 | 172,443 CHF | 174,228 CHF | 100.00% | 100.00% |
21/05/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 400,000 | 400,000 | 179,349 | 179,349 | 173,026 CHF | 174,823 CHF | 99.34% | 99.34% |
17/05/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 400,000 | 400,000 | 178,864 | 178,864 | 171,241 CHF | 173,033 CHF | 99.90% | 99.90% |
16/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 400,000 | 400,000 | 180,152 | 180,152 | 172,319 CHF | 174,127 CHF | 100.00% | 100.00% |
15/05/2024 | 1.10% | 0.98 CHF | 0.99 CHF | 410,000 | 410,000 | 178,168 | 178,168 | 167,714 CHF | 169,502 CHF | 100.00% | 100.00% |