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 | 7.04% | 0.13 CHF | 0.14 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 205,863 CHF | 22,086 CHF | 99.26% | 99.26% |
28/05/2024 | 6.02% | 0.15 CHF | 0.16 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 242,006 CHF | 25,701 CHF | 99.27% | 99.27% |
27/05/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 250,156 CHF | 26,516 CHF | 99.27% | 99.27% |
24/05/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 236,797 CHF | 25,180 CHF | 99.27% | 99.27% |
23/05/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 256,590 CHF | 27,159 CHF | 99.24% | 99.24% |
22/05/2024 | 6.87% | 0.15 CHF | 0.16 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 210,760 CHF | 22,576 CHF | 99.27% | 99.27% |
21/05/2024 | 6.19% | 0.14 CHF | 0.15 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 235,708 CHF | 25,071 CHF | 99.17% | 99.17% |
17/05/2024 | 5.48% | 0.17 CHF | 0.18 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 266,560 CHF | 28,156 CHF | 99.06% | 99.06% |
16/05/2024 | 5.21% | 0.18 CHF | 0.19 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 280,773 CHF | 29,577 CHF | 99.19% | 99.19% |
15/05/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 284,865 CHF | 29,987 CHF | 99.12% | 99.12% |