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 | 2.98% | 0.30 CHF | 0.31 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 250,420 CHF | 68,779 CHF | 99.38% | 99.38% |
28/05/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 278,679 CHF | 76,314 CHF | 99.38% | 99.38% |
27/05/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 284,064 CHF | 77,750 CHF | 99.36% | 99.36% |
24/05/2024 | 2.58% | 0.40 CHF | 0.41 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 287,106 CHF | 78,562 CHF | 99.34% | 99.34% |
23/05/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 271,602 CHF | 74,427 CHF | 99.36% | 99.36% |
22/05/2024 | 2.55% | 0.37 CHF | 0.38 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 291,303 CHF | 79,681 CHF | 99.37% | 99.37% |
21/05/2024 | 2.56% | 0.41 CHF | 0.42 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 291,485 CHF | 79,729 CHF | 99.22% | 99.22% |
17/05/2024 | 2.97% | 0.35 CHF | 0.36 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 331,597 CHF | 68,319 CHF | 99.37% | 99.37% |
16/05/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 342,765 CHF | 70,553 CHF | 98.50% | 98.50% |
15/05/2024 | 2.50% | 0.42 CHF | 0.43 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 394,752 CHF | 80,950 CHF | 98.31% | 98.31% |