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 | 1.14% | 1.65 CHF | 1.66 CHF | 88,800 | 88,800 | 34,931 | 34,931 | 55,917 CHF | 56,423 CHF | 99.85% | 99.85% |
28/05/2024 | 2.12% | 1.51 CHF | 1.52 CHF | 85,000 | 85,000 | 21,015 | 21,015 | 31,478 CHF | 31,741 CHF | 99.78% | 99.78% |
27/05/2024 | 1.30% | 1.50 CHF | 1.52 CHF | 25,500 | 25,500 | 20,481 | 20,481 | 31,180 CHF | 31,590 CHF | 99.21% | 99.21% |
24/05/2024 | 1.14% | 1.52 CHF | 1.53 CHF | 81,000 | 81,000 | 32,741 | 32,741 | 50,796 CHF | 51,274 CHF | 100.00% | 100.00% |
23/05/2024 | 1.26% | 1.54 CHF | 1.55 CHF | 91,800 | 91,800 | 36,412 | 36,412 | 53,722 CHF | 54,251 CHF | 99.76% | 99.76% |
22/05/2024 | 1.17% | 1.44 CHF | 1.45 CHF | 83,900 | 83,900 | 33,330 | 33,330 | 49,633 CHF | 50,117 CHF | 100.00% | 100.00% |
21/05/2024 | 1.15% | 1.56 CHF | 1.57 CHF | 87,500 | 87,500 | 34,806 | 34,806 | 54,736 CHF | 55,240 CHF | 99.44% | 99.44% |
17/05/2024 | 1.06% | 1.65 CHF | 1.66 CHF | 78,400 | 78,400 | 30,971 | 30,971 | 51,722 CHF | 52,171 CHF | 100.00% | 100.00% |
16/05/2024 | 1.06% | 1.67 CHF | 1.68 CHF | 79,600 | 79,600 | 31,954 | 31,954 | 53,966 CHF | 54,432 CHF | 100.00% | 100.00% |
15/05/2024 | 1.29% | 1.72 CHF | 1.73 CHF | 73,200 | 73,200 | 27,146 | 27,146 | 48,111 CHF | 48,555 CHF | 100.00% | 100.00% |