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 | 4.19% | 0.56 CHF | 0.57 CHF | 128,000 | 128,000 | 102,125 | 102,125 | 56,324 CHF | 57,514 CHF | 100.00% | 100.00% |
28/05/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 124,000 | 124,000 | 123,395 | 123,395 | 61,989 CHF | 63,223 CHF | 100.00% | 100.00% |
27/05/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 124,000 | 124,000 | 122,930 | 122,930 | 65,302 CHF | 66,537 CHF | 97.15% | 97.15% |
24/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 128,000 | 128,000 | 126,903 | 126,903 | 68,597 CHF | 69,866 CHF | 100.00% | 100.00% |
23/05/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 124,000 | 124,000 | 122,972 | 122,972 | 63,954 CHF | 65,189 CHF | 100.00% | 100.00% |
22/05/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 124,000 | 124,000 | 124,654 | 124,654 | 66,466 CHF | 67,712 CHF | 100.00% | 100.00% |
21/05/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 124,000 | 124,000 | 123,329 | 123,329 | 62,449 CHF | 63,683 CHF | 100.00% | 100.00% |
17/05/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 120,000 | 120,000 | 119,601 | 119,601 | 55,805 CHF | 57,001 CHF | 100.00% | 100.00% |
16/05/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 119,405 | 119,405 | 53,254 CHF | 54,449 CHF | 100.00% | 100.00% |
15/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 119,249 | 119,249 | 50,907 CHF | 52,102 CHF | 100.00% | 100.00% |