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 | 0.88% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 89,643 | 89,643 | 103,278 CHF | 104,176 CHF | 99.36% | 99.36% |
28/05/2024 | 0.98% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 89,571 | 89,571 | 93,754 CHF | 94,652 CHF | 99.81% | 99.81% |
27/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 80,000 | 80,000 | 63,879 | 63,879 | 65,480 CHF | 66,119 CHF | 99.07% | 99.07% |
24/05/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 89,473 | 89,473 | 96,515 CHF | 97,412 CHF | 100.00% | 100.00% |
23/05/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 90,327 | 90,327 | 94,008 CHF | 94,916 CHF | 97.03% | 97.03% |
22/05/2024 | 1.17% | 0.93 CHF | 0.94 CHF | 196,000 | 196,000 | 86,569 | 86,569 | 76,437 CHF | 77,305 CHF | 99.86% | 99.86% |
21/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 190,000 | 190,000 | 85,508 | 85,508 | 68,297 CHF | 69,154 CHF | 99.53% | 99.53% |
17/05/2024 | 1.42% | 0.66 CHF | 0.67 CHF | 184,000 | 184,000 | 83,258 | 83,258 | 59,679 CHF | 60,517 CHF | 98.94% | 98.94% |
16/05/2024 | 1.05% | 0.79 CHF | 0.80 CHF | 192,000 | 192,000 | 88,757 | 88,757 | 83,743 CHF | 84,634 CHF | 99.22% | 99.22% |
15/05/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 89,329 | 89,329 | 96,349 CHF | 97,246 CHF | 100.00% | 100.00% |