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 | 3.85% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,928 CHF | 52,928 CHF | 99.60% | 99.60% |
28/05/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 191,625 | 191,625 | 53,284 CHF | 55,200 CHF | 99.81% | 99.81% |
27/05/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 198,438 | 198,438 | 55,587 CHF | 57,572 CHF | 100.00% | 100.00% |
24/05/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 191,371 | 191,371 | 54,142 CHF | 56,056 CHF | 100.00% | 100.00% |
23/05/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,115 CHF | 54,865 CHF | 99.72% | 99.72% |
22/05/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,746 CHF | 55,496 CHF | 98.56% | 98.56% |
21/05/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,553 | 175,553 | 51,890 CHF | 53,645 CHF | 100.00% | 100.00% |
17/05/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 198,111 | 198,111 | 55,197 CHF | 57,178 CHF | 99.66% | 99.66% |
16/05/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 188,064 | 188,065 | 53,377 CHF | 55,258 CHF | 99.87% | 99.87% |
15/05/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,811 | 175,812 | 51,301 CHF | 53,059 CHF | 100.00% | 100.00% |