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 | 10.82% | 0.08 CHF | 0.09 CHF | 215,656 | 20,000 | 217,782 | 20,000 | 19,103 CHF | 1,957 CHF | 92.92% | 92.92% |
28/05/2024 | 8.33% | 0.09 CHF | 0.10 CHF | 206,436 | 20,000 | 178,925 | 20,000 | 20,705 CHF | 2,536 CHF | 99.90% | 99.90% |
27/05/2024 | 6.71% | 0.14 CHF | 0.15 CHF | 160,048 | 20,000 | 159,847 | 20,000 | 23,037 CHF | 3,083 CHF | 100.00% | 100.00% |
24/05/2024 | 7.69% | 0.12 CHF | 0.13 CHF | 185,591 | 20,000 | 181,322 | 20,000 | 22,709 CHF | 2,708 CHF | 82.13% | 82.13% |
23/05/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 145,364 | 20,000 | 144,915 | 20,000 | 25,273 CHF | 3,691 CHF | 99.48% | 99.48% |
22/05/2024 | 6.29% | 0.19 CHF | 0.20 CHF | 141,534 | 20,000 | 161,261 | 20,000 | 24,931 CHF | 3,314 CHF | 96.90% | 96.90% |
21/05/2024 | 5.92% | 0.15 CHF | 0.15 CHF | 30,000 | 10,000 | 154,202 | 9,989 | 25,326 CHF | 1,745 CHF | 93.69% | 94.40% |
17/05/2024 | 4.11% | 0.22 CHF | 0.23 CHF | 132,317 | 10,000 | 126,370 | 10,000 | 30,156 CHF | 2,489 CHF | 91.47% | 91.47% |
16/05/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 109,402 | 10,000 | 109,537 | 10,000 | 33,997 CHF | 3,213 CHF | 99.31% | 99.31% |
15/05/2024 | 4.23% | 0.28 CHF | 0.29 CHF | 119,511 | 20,000 | 129,748 | 19,747 | 30,647 CHF | 4,892 CHF | 90.14% | 90.14% |