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 | 11.67% | 0.13 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,592 CHF | 4,035 CHF | 92.64% | 92.64% |
28/05/2024 | 11.11% | 0.16 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,028 CHF | 4,502 CHF | 97.53% | 97.53% |
27/05/2024 | 12.05% | 0.15 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,583 CHF | 4,042 CHF | 100.00% | 100.00% |
24/05/2024 | 12.09% | 0.15 CHF | 0.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,545 CHF | 4,000 CHF | 94.77% | 94.77% |
23/05/2024 | 10.89% | 0.15 CHF | 0.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,900 CHF | 4,349 CHF | 98.54% | 98.54% |
22/05/2024 | 6.46% | 0.16 CHF | 0.17 CHF | 287,107 | 50,000 | 296,154 | 50,000 | 44,395 CHF | 7,998 CHF | 92.19% | 92.19% |
21/05/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 313,472 | 50,000 | 302,573 | 50,000 | 44,371 CHF | 7,835 CHF | 99.99% | 99.99% |
17/05/2024 | 6.84% | 0.14 CHF | 0.15 CHF | 296,196 | 50,000 | 308,778 | 50,000 | 43,651 CHF | 7,573 CHF | 97.36% | 97.36% |
16/05/2024 | 7.68% | 0.13 CHF | 0.14 CHF | 327,851 | 50,000 | 333,490 | 50,000 | 41,773 CHF | 6,768 CHF | 81.26% | 81.26% |
15/05/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 330,648 | 50,000 | 334,239 | 49,611 | 41,164 CHF | 6,606 CHF | 95.72% | 95.72% |