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 | 4.00% | 0.68 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,074 CHF | 17,914 CHF | 93.30% | 93.30% |
28/05/2024 | 3.92% | 0.71 CHF | 0.74 CHF | 80,000 | 25,000 | 74,100 | 25,000 | 53,450 CHF | 18,771 CHF | 100.00% | 100.00% |
27/05/2024 | 3.33% | 0.73 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 51,600 CHF | 19,052 CHF | 100.00% | 100.00% |
24/05/2024 | 3.75% | 0.73 CHF | 0.76 CHF | 70,000 | 25,000 | 70,023 | 25,000 | 51,367 CHF | 19,041 CHF | 96.03% | 96.03% |
23/05/2024 | 3.47% | 0.78 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,121 CHF | 20,380 CHF | 99.51% | 99.51% |
22/05/2024 | 3.70% | 0.77 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,765 CHF | 19,925 CHF | 96.88% | 96.88% |
21/05/2024 | 3.66% | 0.76 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,800 CHF | 19,560 CHF | 100.00% | 100.00% |
17/05/2024 | 3.51% | 0.78 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,832 CHF | 19,914 CHF | 100.00% | 100.00% |
16/05/2024 | 3.41% | 0.78 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,120 CHF | 19,998 CHF | 98.73% | 98.73% |
15/05/2024 | 3.24% | 0.77 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 24,950 | 53,112 CHF | 19,553 CHF | 98.95% | 98.95% |