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 | 4.06% | 0.25 CHF | 0.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 120,733 CHF | 125,733 CHF | 77.93% | 77.93% |
28/05/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 120,620 CHF | 125,620 CHF | 100.00% | 100.00% |
27/05/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 121,394 CHF | 126,394 CHF | 100.00% | 100.00% |
24/05/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 120,610 CHF | 125,610 CHF | 64.93% | 64.93% |
23/05/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 128,292 CHF | 133,292 CHF | 99.44% | 99.44% |
22/05/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 126,848 CHF | 131,848 CHF | 97.27% | 97.27% |
21/05/2024 | 3.94% | 0.26 CHF | 0.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 124,350 CHF | 129,350 CHF | 99.97% | 99.97% |
17/05/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 126,491 CHF | 131,491 CHF | 100.00% | 100.00% |
16/05/2024 | 6.01% | 0.24 CHF | 0.25 CHF | 750,000 | 750,000 | 496,716 | 496,716 | 113,699 CHF | 120,195 CHF | 99.26% | 99.26% |
15/05/2024 | 5.86% | 0.20 CHF | 0.22 CHF | 375,000 | 375,000 | 661,438 | 661,438 | 132,748 CHF | 140,170 CHF | 98.76% | 98.76% |