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 | 2.95% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 76,369 | 50,000 | 54,326 CHF | 36,673 CHF | 100.00% | 100.00% |
24/05/2024 | 2.93% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 73,520 | 50,000 | 52,791 CHF | 37,005 CHF | 96.54% | 96.54% |
23/05/2024 | 2.74% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,205 CHF | 38,326 CHF | 99.05% | 99.05% |
22/05/2024 | 2.57% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,137 CHF | 35,359 CHF | 97.49% | 97.49% |
21/05/2024 | 1.99% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,102 CHF | 35,133 CHF | 100.00% | 100.00% |
17/05/2024 | 1.66% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,771 CHF | 34,806 CHF | 100.00% | 100.00% |
16/05/2024 | 2.82% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 70,800 | 50,000 | 51,939 CHF | 37,746 CHF | 99.30% | 99.30% |
15/05/2024 | 1.81% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 79,089 | 49,462 | 53,202 CHF | 33,910 CHF | 93.86% | 93.86% |
14/05/2024 | 1.70% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 78,702 | 49,352 | 51,138 CHF | 32,612 CHF | 98.65% | 98.65% |
13/05/2024 | 1.80% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,923 CHF | 30,501 CHF | 94.90% | 94.90% |