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 | 0.83% | 1.19 CHF | 1.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 361,963 CHF | 121,654 CHF | 91.23% | 91.23% |
28/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 367,115 CHF | 123,372 CHF | 93.79% | 93.79% |
27/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 368,455 CHF | 123,818 CHF | 87.59% | 87.59% |
24/05/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 359,841 CHF | 120,947 CHF | 97.81% | 97.81% |
23/05/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 333,397 CHF | 112,132 CHF | 91.15% | 91.15% |
22/05/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 321,241 CHF | 108,080 CHF | 92.95% | 92.95% |
21/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 317,036 CHF | 106,679 CHF | 86.54% | 86.54% |
17/05/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 333,986 CHF | 112,329 CHF | 94.37% | 94.37% |
16/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 348,890 CHF | 117,296 CHF | 91.78% | 91.78% |
15/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,213 CHF | 118,071 CHF | 95.41% | 95.41% |