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 | 0.63% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 89,643 | 89,643 | 145,762 CHF | 146,660 CHF | 99.36% | 99.36% |
28/05/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 89,570 | 89,570 | 136,226 CHF | 137,124 CHF | 99.81% | 99.81% |
27/05/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 80,000 | 80,000 | 63,879 | 63,879 | 95,768 CHF | 96,407 CHF | 99.08% | 99.08% |
24/05/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 89,475 | 89,475 | 139,097 CHF | 139,994 CHF | 100.00% | 100.00% |
23/05/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 90,326 | 90,326 | 136,916 CHF | 137,824 CHF | 97.10% | 97.10% |
22/05/2024 | 0.76% | 1.40 CHF | 1.41 CHF | 196,000 | 196,000 | 86,568 | 86,568 | 117,547 CHF | 118,414 CHF | 99.86% | 99.86% |
21/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 190,000 | 190,000 | 85,550 | 85,550 | 108,762 CHF | 109,619 CHF | 99.43% | 99.43% |
17/05/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 184,000 | 184,000 | 83,258 | 83,258 | 99,035 CHF | 99,873 CHF | 98.94% | 98.94% |
16/05/2024 | 0.71% | 1.26 CHF | 1.27 CHF | 192,000 | 192,000 | 88,757 | 88,757 | 125,415 CHF | 126,306 CHF | 99.22% | 99.22% |
15/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 200,000 | 200,000 | 89,326 | 89,326 | 138,390 CHF | 139,287 CHF | 100.00% | 100.00% |