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 | 2.48% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 133,399 | 133,399 | 53,006 CHF | 54,340 CHF | 99.57% | 99.57% |
28/05/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 144,391 | 144,391 | 56,387 CHF | 57,831 CHF | 99.81% | 99.81% |
27/05/2024 | 2.75% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,775 CHF | 55,275 CHF | 100.00% | 100.00% |
24/05/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 152,662 | 152,662 | 52,371 CHF | 53,897 CHF | 100.00% | 100.00% |
23/05/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,758 CHF | 56,258 CHF | 99.67% | 99.67% |
22/05/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,302 CHF | 56,802 CHF | 98.53% | 98.53% |
21/05/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 152,083 | 152,083 | 53,011 CHF | 54,532 CHF | 100.00% | 100.00% |
17/05/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,498 CHF | 53,998 CHF | 99.63% | 99.63% |
16/05/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,158 CHF | 55,658 CHF | 99.85% | 99.85% |
15/05/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 148,184 | 148,184 | 57,058 CHF | 58,540 CHF | 100.00% | 100.00% |