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 | 0.74% | 1.34 CHF | 1.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 810,543 CHF | 272,181 CHF | 99.27% | 99.27% |
24/05/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 821,900 CHF | 275,967 CHF | 99.27% | 99.27% |
23/05/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 848,163 CHF | 284,721 CHF | 99.24% | 99.24% |
22/05/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 725,550 CHF | 243,850 CHF | 99.27% | 99.27% |
21/05/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 726,224 CHF | 244,075 CHF | 99.16% | 99.16% |
17/05/2024 | 0.83% | 1.16 CHF | 1.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 717,954 CHF | 241,318 CHF | 99.05% | 99.05% |
16/05/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 743,564 CHF | 249,855 CHF | 99.27% | 99.27% |
15/05/2024 | 0.87% | 1.24 CHF | 1.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 688,319 CHF | 231,440 CHF | 99.12% | 99.12% |
14/05/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 649,246 CHF | 218,415 CHF | 99.27% | 99.27% |
13/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 654,837 CHF | 220,279 CHF | 98.75% | 98.75% |