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 | 10.64% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 134,156 CHF | 19,887 CHF | 99.26% | 99.26% |
28/05/2024 | 9.44% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 151,580 CHF | 22,211 CHF | 99.27% | 99.27% |
27/05/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 133,153 CHF | 19,754 CHF | 99.27% | 99.27% |
24/05/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 134,652 CHF | 19,954 CHF | 99.27% | 99.27% |
23/05/2024 | 9.70% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 147,300 CHF | 21,640 CHF | 99.25% | 99.25% |
22/05/2024 | 10.28% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 138,654 CHF | 20,487 CHF | 99.27% | 99.27% |
21/05/2024 | 10.66% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 133,389 CHF | 19,785 CHF | 99.17% | 99.17% |
17/05/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 132,984 CHF | 19,731 CHF | 99.05% | 99.05% |
16/05/2024 | 12.42% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 113,712 CHF | 17,162 CHF | 99.27% | 99.27% |
15/05/2024 | 12.34% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 114,499 CHF | 17,267 CHF | 99.12% | 99.12% |