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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.71% | 1.56 CHF | 1.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 842,374 CHF | 282,791 CHF | 26.47% | 98.82% |
23/05/2024 | 0.70% | 1.44 CHF | 1.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 855,748 CHF | 287,249 CHF | 0.26% | 95.47% |
22/05/2024 | 0.69% | 1.51 CHF | 1.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 865,869 CHF | 290,623 CHF | 3.78% | 98.77% |
21/05/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 861,194 CHF | 289,065 CHF | 14.59% | 96.21% |
17/05/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 727,719 CHF | 244,573 CHF | 98.13% | 98.13% |
16/05/2024 | 0.74% | 1.22 CHF | 1.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 811,684 CHF | 272,561 CHF | 98.77% | 98.77% |
15/05/2024 | 0.81% | 1.30 CHF | 1.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 742,421 CHF | 249,474 CHF | 98.20% | 98.20% |
14/05/2024 | 0.88% | 1.22 CHF | 1.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 677,859 CHF | 227,953 CHF | 97.92% | 97.92% |
13/05/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 731,576 CHF | 245,859 CHF | 98.98% | 98.98% |
10/05/2024 | 0.76% | 1.22 CHF | 1.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 791,839 CHF | 265,946 CHF | 95.24% | 95.24% |