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 | 0.44% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 42,106 | 42,106 | 98,881 CHF | 99,303 CHF | 99.77% | 99.77% |
28/05/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 100,000 | 100,000 | 41,527 | 41,527 | 96,351 CHF | 96,767 CHF | 99.99% | 99.99% |
27/05/2024 | 1.20% | 2.30 CHF | 2.33 CHF | 3,000 | 3,000 | 5,759 | 5,759 | 13,100 CHF | 13,208 CHF | 98.72% | 98.72% |
24/05/2024 | 0.47% | 2.24 CHF | 2.25 CHF | 102,000 | 102,000 | 42,854 | 42,854 | 93,665 CHF | 94,094 CHF | 100.00% | 100.00% |
23/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 102,000 | 102,000 | 42,619 | 42,619 | 97,066 CHF | 97,495 CHF | 99.73% | 99.73% |
22/05/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 104,000 | 104,000 | 43,732 | 43,732 | 95,212 CHF | 95,650 CHF | 100.00% | 100.00% |
21/05/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 104,000 | 104,000 | 43,371 | 43,371 | 94,191 CHF | 94,626 CHF | 98.80% | 98.80% |
17/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 104,000 | 104,000 | 43,758 | 43,758 | 95,403 CHF | 95,841 CHF | 100.00% | 100.00% |
16/05/2024 | 0.47% | 2.26 CHF | 2.27 CHF | 102,000 | 102,000 | 43,943 | 43,943 | 96,354 CHF | 96,795 CHF | 100.00% | 100.00% |
15/05/2024 | 0.49% | 2.16 CHF | 2.17 CHF | 104,000 | 104,000 | 44,381 | 44,381 | 92,706 CHF | 93,151 CHF | 100.00% | 100.00% |