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 | 1.38% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,932 CHF | 81,039 CHF | 95.03% | 95.03% |
24/05/2024 | 1.33% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,387 CHF | 81,465 CHF | 84.60% | 84.60% |
23/05/2024 | 1.46% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,143 CHF | 83,350 CHF | 96.63% | 96.63% |
22/05/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,463 CHF | 80,509 CHF | 96.13% | 96.13% |
21/05/2024 | 1.50% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,475 CHF | 81,690 CHF | 99.99% | 99.99% |
17/05/2024 | 1.59% | 0.82 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,003 CHF | 83,319 CHF | 100.00% | 100.00% |
16/05/2024 | 1.39% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,563 CHF | 84,737 CHF | 99.03% | 99.03% |
15/05/2024 | 1.42% | 0.82 CHF | 0.84 CHF | 100,000 | 100,000 | 99,442 | 99,246 | 81,000 CHF | 81,990 CHF | 98.11% | 98.11% |
14/05/2024 | 1.53% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,680 CHF | 78,881 CHF | 99.13% | 99.13% |
13/05/2024 | 1.60% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,997 CHF | 77,218 CHF | 99.38% | 99.38% |