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 | 2.20% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 415,389 | 138,463 | 186,244 CHF | 63,466 CHF | 99.26% | 99.26% |
28/05/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 387,235 | 129,082 | 177,860 CHF | 60,580 CHF | 99.27% | 99.27% |
27/05/2024 | 2.40% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 185,450 CHF | 63,317 CHF | 99.27% | 99.27% |
24/05/2024 | 2.53% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 449,987 | 150,000 | 175,825 CHF | 60,110 CHF | 99.27% | 99.27% |
23/05/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,786 CHF | 58,095 CHF | 99.24% | 99.24% |
22/05/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,303 CHF | 48,934 CHF | 99.27% | 99.27% |
21/05/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,850 CHF | 45,784 CHF | 99.17% | 99.17% |
17/05/2024 | 3.86% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,695 CHF | 40,065 CHF | 99.06% | 99.06% |
16/05/2024 | 4.07% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 108,467 CHF | 37,656 CHF | 99.27% | 99.27% |
15/05/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 501,531 | 167,177 | 109,638 CHF | 38,218 CHF | 99.12% | 99.12% |