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 | 0.34% | 2.99 CHF | 3.00 CHF | 100,000 | 100,000 | 42,106 | 42,106 | 125,285 CHF | 125,707 CHF | 99.77% | 99.77% |
28/05/2024 | 0.35% | 2.98 CHF | 2.99 CHF | 100,000 | 100,000 | 41,533 | 41,533 | 122,367 CHF | 122,783 CHF | 100.00% | 100.00% |
27/05/2024 | 0.94% | 2.93 CHF | 2.96 CHF | 3,000 | 3,000 | 5,759 | 5,759 | 16,722 CHF | 16,829 CHF | 98.72% | 98.72% |
24/05/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 102,000 | 102,000 | 42,848 | 42,848 | 120,573 CHF | 121,002 CHF | 100.00% | 100.00% |
23/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 102,000 | 102,000 | 42,624 | 42,624 | 123,829 CHF | 124,258 CHF | 99.73% | 99.73% |
22/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 104,000 | 104,000 | 43,732 | 43,732 | 122,641 CHF | 123,079 CHF | 100.00% | 100.00% |
21/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 104,000 | 104,000 | 43,307 | 43,307 | 121,092 CHF | 121,526 CHF | 99.17% | 99.17% |
17/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 104,000 | 104,000 | 43,758 | 43,758 | 122,635 CHF | 123,074 CHF | 100.00% | 100.00% |
16/05/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 102,000 | 102,000 | 43,948 | 43,948 | 123,593 CHF | 124,034 CHF | 100.00% | 100.00% |
15/05/2024 | 0.38% | 2.78 CHF | 2.79 CHF | 104,000 | 104,000 | 44,384 | 44,384 | 120,220 CHF | 120,665 CHF | 100.00% | 100.00% |