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 | 1.18% | 0.83 CHF | 0.84 CHF | 72,000 | 72,000 | 68,933 | 68,933 | 57,981 CHF | 58,670 CHF | 100.00% | 100.00% |
28/05/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 70,000 | 70,000 | 68,174 | 68,174 | 58,418 CHF | 59,099 CHF | 99.16% | 99.16% |
27/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 70,000 | 70,000 | 70,073 | 70,073 | 58,174 CHF | 58,875 CHF | 100.00% | 100.00% |
23/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 72,000 | 72,000 | 68,712 | 68,712 | 58,133 CHF | 58,824 CHF | 100.00% | 100.00% |
22/05/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 72,000 | 72,000 | 68,534 | 68,534 | 59,331 CHF | 60,016 CHF | 100.00% | 100.00% |
21/05/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 68,000 | 68,000 | 67,264 | 67,264 | 62,964 CHF | 63,637 CHF | 100.00% | 100.00% |
17/05/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 70,000 | 70,000 | 69,577 | 69,577 | 62,041 CHF | 62,737 CHF | 100.00% | 100.00% |
16/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 70,000 | 70,000 | 71,045 | 71,045 | 61,572 CHF | 62,283 CHF | 100.00% | 100.00% |
15/05/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 72,000 | 72,000 | 69,940 | 69,940 | 61,992 CHF | 62,692 CHF | 100.00% | 100.00% |