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 | 7.61% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 404,009 | 404,007 | 51,101 CHF | 55,141 CHF | 99.46% | 99.46% |
28/05/2024 | 4.28% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 225,859 | 225,858 | 51,640 CHF | 53,898 CHF | 99.77% | 99.77% |
27/05/2024 | 4.78% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 252,439 | 252,438 | 51,543 CHF | 54,067 CHF | 99.32% | 99.32% |
24/05/2024 | 5.98% | 0.18 CHF | 0.19 CHF | 325,000 | 325,000 | 323,844 | 323,844 | 52,615 CHF | 55,854 CHF | 100.00% | 100.00% |
23/05/2024 | 5.62% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 304,669 | 304,672 | 52,618 CHF | 55,665 CHF | 99.57% | 99.57% |
22/05/2024 | 8.36% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 447,869 | 447,866 | 51,423 CHF | 55,902 CHF | 98.22% | 98.22% |
21/05/2024 | 6.82% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 367,548 | 367,554 | 52,088 CHF | 55,764 CHF | 100.00% | 100.00% |
17/05/2024 | 7.50% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 406,396 | 406,393 | 52,245 CHF | 56,309 CHF | 100.00% | 100.00% |
16/05/2024 | 6.47% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 350,572 | 350,575 | 52,446 CHF | 55,953 CHF | 99.77% | 99.77% |
15/05/2024 | 7.29% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 393,563 | 393,553 | 52,063 CHF | 55,997 CHF | 100.00% | 100.00% |