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 | 2.57% | 0.38 CHF | 0.39 CHF | 270,000 | 270,000 | 268,686 | 268,686 | 103,466 CHF | 106,155 CHF | 99.43% | 99.43% |
24/05/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 270,000 | 270,000 | 269,508 | 269,508 | 107,475 CHF | 110,170 CHF | 100.00% | 100.00% |
23/05/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 270,000 | 270,000 | 267,872 | 267,872 | 104,566 CHF | 107,256 CHF | 99.99% | 99.99% |
22/05/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 270,000 | 270,000 | 268,936 | 268,936 | 105,334 CHF | 108,023 CHF | 100.00% | 100.00% |
21/05/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 265,000 | 265,000 | 265,994 | 265,994 | 95,899 CHF | 98,562 CHF | 100.00% | 100.00% |
17/05/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 265,000 | 265,000 | 263,879 | 263,879 | 85,583 CHF | 88,221 CHF | 100.00% | 100.00% |
16/05/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 265,000 | 265,000 | 260,483 | 260,483 | 80,195 CHF | 82,802 CHF | 100.00% | 100.00% |
15/05/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 245,000 | 245,000 | 244,010 | 244,010 | 73,707 CHF | 76,152 CHF | 100.00% | 100.00% |
14/05/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 245,000 | 245,000 | 243,925 | 243,925 | 70,174 CHF | 72,614 CHF | 100.00% | 100.00% |
13/05/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 245,000 | 245,000 | 248,927 | 248,927 | 79,389 CHF | 81,879 CHF | 100.00% | 100.00% |