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 | 0.87% | 1.13 CHF | 1.14 CHF | 162,000 | 162,000 | 72,608 | 72,608 | 84,142 CHF | 84,869 CHF | 99.85% | 99.85% |
28/05/2024 | 1.11% | 1.19 CHF | 1.20 CHF | 160,000 | 160,000 | 67,399 | 67,399 | 78,601 CHF | 79,288 CHF | 100.00% | 100.00% |
27/05/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 65,000 | 65,000 | 51,460 | 51,460 | 59,495 CHF | 60,012 CHF | 99.28% | 99.28% |
24/05/2024 | 0.90% | 1.16 CHF | 1.17 CHF | 162,000 | 162,000 | 72,782 | 72,782 | 82,714 CHF | 83,443 CHF | 99.99% | 99.99% |
23/05/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 162,000 | 162,000 | 71,696 | 71,696 | 85,473 CHF | 86,194 CHF | 99.90% | 99.90% |
22/05/2024 | 0.83% | 1.26 CHF | 1.27 CHF | 158,000 | 158,000 | 71,278 | 71,278 | 87,708 CHF | 88,422 CHF | 100.00% | 100.00% |
21/05/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 160,000 | 160,000 | 71,735 | 71,735 | 88,011 CHF | 88,730 CHF | 99.35% | 99.35% |
17/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 160,000 | 160,000 | 71,544 | 71,544 | 88,890 CHF | 89,606 CHF | 99.89% | 99.89% |
16/05/2024 | 0.84% | 1.25 CHF | 1.26 CHF | 160,000 | 160,000 | 72,212 | 72,212 | 88,276 CHF | 89,001 CHF | 100.00% | 100.00% |
15/05/2024 | 0.78% | 1.17 CHF | 1.18 CHF | 164,000 | 164,000 | 71,636 | 71,636 | 90,898 CHF | 91,617 CHF | 100.00% | 100.00% |