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 | 3.28% | 0.27 CHF | 0.28 CHF | 154,000 | 154,000 | 152,586 | 152,586 | 45,850 CHF | 47,376 CHF | 100.00% | 100.00% |
28/05/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 152,000 | 152,000 | 152,046 | 152,046 | 45,047 CHF | 46,568 CHF | 99.16% | 99.16% |
27/05/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 152,000 | 152,000 | 151,861 | 151,861 | 45,423 CHF | 46,943 CHF | 99.43% | 99.43% |
24/05/2024 | 3.74% | 0.29 CHF | 0.30 CHF | 152,000 | 152,000 | 153,888 | 153,888 | 40,466 CHF | 42,005 CHF | 100.00% | 100.00% |
23/05/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 154,000 | 154,000 | 153,107 | 153,107 | 42,413 CHF | 43,951 CHF | 100.00% | 100.00% |
22/05/2024 | 3.75% | 0.25 CHF | 0.26 CHF | 154,000 | 154,000 | 154,021 | 154,021 | 40,384 CHF | 41,924 CHF | 100.00% | 100.00% |
21/05/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 152,000 | 152,000 | 151,897 | 151,897 | 47,049 CHF | 48,569 CHF | 99.99% | 99.99% |
17/05/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 152,000 | 152,000 | 151,812 | 151,812 | 51,657 CHF | 53,175 CHF | 100.00% | 100.00% |
16/05/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 154,000 | 154,000 | 152,809 | 152,809 | 48,610 CHF | 50,140 CHF | 100.00% | 100.00% |
15/05/2024 | 2.51% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 149,129 | 149,129 | 59,204 CHF | 60,699 CHF | 100.00% | 100.00% |