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 | 0.48% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 42,107 | 42,107 | 89,508 CHF | 89,930 CHF | 99.77% | 99.77% |
28/05/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 41,530 | 41,530 | 87,151 CHF | 87,567 CHF | 100.00% | 100.00% |
27/05/2024 | 1.33% | 2.08 CHF | 2.11 CHF | 3,000 | 3,000 | 5,759 | 5,759 | 11,817 CHF | 11,924 CHF | 98.72% | 98.72% |
24/05/2024 | 0.52% | 2.02 CHF | 2.03 CHF | 102,000 | 102,000 | 42,823 | 42,823 | 84,060 CHF | 84,489 CHF | 100.00% | 100.00% |
23/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 102,000 | 102,000 | 42,618 | 42,618 | 87,588 CHF | 88,016 CHF | 99.73% | 99.73% |
22/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 104,000 | 104,000 | 43,732 | 43,732 | 85,482 CHF | 85,920 CHF | 100.00% | 100.00% |
21/05/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 104,000 | 104,000 | 43,368 | 43,368 | 84,578 CHF | 85,013 CHF | 98.81% | 98.81% |
17/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 104,000 | 104,000 | 43,759 | 43,759 | 85,745 CHF | 86,183 CHF | 100.00% | 100.00% |
16/05/2024 | 0.52% | 2.04 CHF | 2.05 CHF | 102,000 | 102,000 | 43,946 | 43,946 | 86,706 CHF | 87,147 CHF | 100.00% | 100.00% |
15/05/2024 | 0.55% | 1.94 CHF | 1.95 CHF | 104,000 | 104,000 | 44,382 | 44,382 | 82,950 CHF | 83,395 CHF | 100.00% | 100.00% |