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 | 0.91% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 169,891 | 169,891 | 187,221 CHF | 188,921 CHF | 99.14% | 99.14% |
24/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 179,118 CHF | 180,818 CHF | 100.00% | 100.00% |
23/05/2024 | 0.81% | 1.08 CHF | 1.09 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 197,548 CHF | 199,148 CHF | 99.94% | 99.94% |
22/05/2024 | 0.60% | 1.51 CHF | 1.52 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 268,165 CHF | 269,765 CHF | 100.00% | 100.00% |
21/05/2024 | 0.56% | 1.86 CHF | 1.87 CHF | 160,000 | 160,000 | 159,826 | 159,826 | 283,867 CHF | 285,467 CHF | 99.99% | 99.99% |
17/05/2024 | 0.66% | 1.66 CHF | 1.67 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 242,203 CHF | 243,803 CHF | 100.00% | 100.00% |
16/05/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 160,000 | 160,000 | 159,765 | 159,765 | 230,437 CHF | 232,037 CHF | 100.00% | 100.00% |
15/05/2024 | 0.75% | 1.44 CHF | 1.45 CHF | 170,000 | 170,000 | 169,688 | 169,688 | 226,652 CHF | 228,352 CHF | 99.60% | 99.60% |
14/05/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 209,301 CHF | 211,101 CHF | 99.69% | 99.69% |
13/05/2024 | 0.86% | 1.10 CHF | 1.11 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 196,628 CHF | 198,328 CHF | 99.44% | 99.44% |