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 | 8.24% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,189 CHF | 5,633 CHF | 92.64% | 92.64% |
28/05/2024 | 7.50% | 0.23 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,712 CHF | 6,157 CHF | 97.53% | 97.53% |
27/05/2024 | 8.15% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,134 CHF | 5,569 CHF | 100.00% | 100.00% |
24/05/2024 | 7.98% | 0.21 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,095 CHF | 5,518 CHF | 49.25% | 49.25% |
23/05/2024 | 7.76% | 0.22 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,475 CHF | 5,917 CHF | 98.54% | 98.54% |
22/05/2024 | 4.66% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 240,110 | 50,000 | 50,378 CHF | 10,995 CHF | 92.19% | 92.19% |
21/05/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 245,046 | 50,000 | 50,354 CHF | 10,785 CHF | 99.99% | 99.99% |
17/05/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 247,616 | 50,000 | 50,205 CHF | 10,645 CHF | 97.36% | 97.36% |
16/05/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 274,732 | 50,000 | 50,874 CHF | 9,763 CHF | 81.93% | 81.93% |
15/05/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 277,423 | 49,611 | 50,718 CHF | 9,573 CHF | 95.72% | 95.72% |