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 | 3.01% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 171,863 | 171,863 | 56,190 CHF | 57,908 CHF | 99.57% | 99.57% |
28/05/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 57,105 CHF | 58,855 CHF | 99.81% | 99.81% |
27/05/2024 | 2.83% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 152,895 | 152,895 | 53,192 CHF | 54,721 CHF | 100.00% | 100.00% |
24/05/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,457 CHF | 56,957 CHF | 100.00% | 100.00% |
23/05/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,088 CHF | 53,588 CHF | 99.66% | 99.66% |
22/05/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 51,874 CHF | 53,374 CHF | 98.54% | 98.54% |
21/05/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,470 | 150,470 | 54,426 CHF | 55,930 CHF | 100.00% | 100.00% |
17/05/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,165 CHF | 56,665 CHF | 99.63% | 99.63% |
16/05/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,292 CHF | 56,792 CHF | 99.85% | 99.85% |
15/05/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,255 CHF | 54,755 CHF | 100.00% | 100.00% |