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 | 85.71% | 0.01 CHF | 0.02 CHF | 330,000 | 330,000 | 330,058 | 330,058 | 2,640 CHF | 6,601 CHF | 100.00% | 100.00% |
28/05/2024 | 85.61% | 0.01 CHF | 0.02 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 2,644 CHF | 6,600 CHF | 100.00% | 100.00% |
27/05/2024 | 85.51% | 0.01 CHF | 0.02 CHF | 330,000 | 330,000 | 326,866 | 326,866 | 2,645 CHF | 6,575 CHF | 97.15% | 97.15% |
24/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 330,000 | 330,000 | 329,742 | 329,742 | 3,297 CHF | 6,595 CHF | 100.00% | 100.00% |
23/05/2024 | 66.34% | 0.01 CHF | 0.02 CHF | 320,000 | 320,000 | 320,155 | 320,155 | 3,228 CHF | 6,430 CHF | 100.00% | 100.00% |
22/05/2024 | 58.82% | 0.01 CHF | 0.02 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 3,840 CHF | 7,040 CHF | 100.00% | 100.00% |
21/05/2024 | 57.19% | 0.01 CHF | 0.02 CHF | 320,000 | 320,000 | 319,756 | 319,756 | 4,010 CHF | 7,210 CHF | 99.32% | 99.32% |
17/05/2024 | 52.63% | 0.01 CHF | 0.02 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 4,480 CHF | 7,680 CHF | 100.00% | 100.00% |
16/05/2024 | 57.43% | 0.01 CHF | 0.02 CHF | 320,000 | 320,000 | 319,514 | 319,514 | 3,988 CHF | 7,188 CHF | 100.00% | 100.00% |
15/05/2024 | 59.18% | 0.01 CHF | 0.02 CHF | 320,000 | 320,000 | 319,408 | 319,408 | 3,814 CHF | 7,014 CHF | 100.00% | 100.00% |