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 | 4.11% | 0.38 CHF | 0.39 CHF | 114,000 | 114,000 | 51,004 | 51,004 | 19,148 CHF | 19,813 CHF | 99.90% | 99.90% |
28/05/2024 | 3.42% | 0.43 CHF | 0.44 CHF | 112,000 | 112,000 | 50,165 | 50,165 | 21,825 CHF | 22,477 CHF | 100.00% | 100.00% |
27/05/2024 | 3.24% | 0.46 CHF | 0.47 CHF | 44,000 | 44,000 | 35,189 | 35,189 | 16,519 CHF | 17,025 CHF | 96.74% | 96.74% |
24/05/2024 | 3.52% | 0.44 CHF | 0.45 CHF | 112,000 | 112,000 | 50,149 | 50,149 | 21,564 CHF | 22,215 CHF | 99.99% | 99.99% |
23/05/2024 | 2.93% | 0.47 CHF | 0.48 CHF | 110,000 | 110,000 | 48,936 | 48,936 | 24,957 CHF | 25,592 CHF | 99.70% | 99.70% |
22/05/2024 | 3.77% | 0.49 CHF | 0.50 CHF | 110,000 | 110,000 | 49,917 | 49,917 | 20,997 CHF | 21,646 CHF | 100.00% | 100.00% |
21/05/2024 | 3.91% | 0.41 CHF | 0.42 CHF | 112,000 | 112,000 | 51,216 | 51,216 | 20,210 CHF | 20,877 CHF | 98.32% | 98.32% |
17/05/2024 | 5.17% | 0.34 CHF | 0.35 CHF | 116,000 | 116,000 | 52,140 | 52,140 | 15,481 CHF | 16,158 CHF | 100.00% | 100.00% |
16/05/2024 | 5.24% | 0.25 CHF | 0.26 CHF | 118,000 | 118,000 | 53,137 | 53,137 | 14,949 CHF | 15,642 CHF | 100.00% | 100.00% |
15/05/2024 | 5.10% | 0.28 CHF | 0.29 CHF | 118,000 | 118,000 | 52,097 | 52,097 | 15,207 CHF | 15,885 CHF | 99.98% | 99.98% |