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 | 0.54% | 1.81 CHF | 1.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 367,292 CHF | 369,292 CHF | 99.84% | 99.84% |
28/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 379,610 CHF | 381,610 CHF | 99.84% | 99.84% |
27/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 376,035 CHF | 378,035 CHF | 47.94% | 47.94% |
24/05/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 375,163 CHF | 377,163 CHF | 99.94% | 99.94% |
23/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 384,718 CHF | 386,718 CHF | 99.84% | 99.84% |
22/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 389,043 CHF | 391,043 CHF | 99.94% | 99.94% |
21/05/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 384,376 CHF | 386,376 CHF | 99.93% | 99.93% |
17/05/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 385,899 CHF | 387,899 CHF | 99.95% | 99.95% |
16/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 377,734 CHF | 379,734 CHF | 99.92% | 99.92% |
15/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 380,868 CHF | 382,868 CHF | 99.16% | 99.16% |