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 | 2.32% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,824 CHF | 65,441 CHF | 99.17% | 99.17% |
28/05/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,786 CHF | 73,429 CHF | 98.50% | 98.50% |
27/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,303 CHF | 74,935 CHF | 99.38% | 99.38% |
24/05/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,562 CHF | 74,021 CHF | 99.38% | 99.38% |
23/05/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 231,388 CHF | 78,629 CHF | 99.35% | 99.35% |
22/05/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,524 CHF | 71,008 CHF | 99.37% | 99.37% |
21/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,617 CHF | 71,372 CHF | 97.43% | 97.43% |
17/05/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,370 CHF | 70,623 CHF | 99.37% | 99.37% |
16/05/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,164 CHF | 74,221 CHF | 98.80% | 98.80% |
15/05/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,650 CHF | 70,050 CHF | 94.80% | 94.80% |