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 | 2.61% | 0.37 CHF | 0.38 CHF | 110,000 | 110,000 | 107,116 | 107,116 | 40,446 CHF | 41,517 CHF | 100.00% | 100.00% |
28/05/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 110,000 | 110,000 | 107,172 | 107,172 | 41,668 CHF | 42,740 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 | 2.63% | 0.38 CHF | 0.39 CHF | 110,000 | 110,000 | 116,652 | 116,652 | 43,723 CHF | 44,889 CHF | 100.00% | 100.00% |
23/05/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 111,170 | 111,170 | 42,791 CHF | 43,903 CHF | 100.00% | 100.00% |
22/05/2024 | 2.45% | 0.38 CHF | 0.39 CHF | 110,000 | 110,000 | 107,133 | 107,133 | 43,319 CHF | 44,390 CHF | 100.00% | 100.00% |
21/05/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 97,379 | 97,379 | 43,850 CHF | 44,825 CHF | 100.00% | 100.00% |
17/05/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 109,326 | 109,326 | 46,517 CHF | 47,610 CHF | 99.56% | 99.56% |
16/05/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 110,000 | 110,000 | 109,160 | 109,160 | 44,603 CHF | 45,696 CHF | 100.00% | 100.00% |
15/05/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 109,135 | 109,135 | 46,498 CHF | 47,591 CHF | 100.00% | 100.00% |