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 | 7.41% | 0.26 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,883 CHF | 6,333 CHF | 93.06% | 93.06% |
28/05/2024 | 8.03% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,175 CHF | 5,608 CHF | 100.00% | 100.00% |
27/05/2024 | 6.88% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,050 CHF | 6,480 CHF | 94.33% | 94.33% |
24/05/2024 | 7.69% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,102 CHF | 6,590 CHF | 94.77% | 94.77% |
23/05/2024 | 8.38% | 0.22 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,491 CHF | 5,971 CHF | 98.54% | 98.54% |
22/05/2024 | 4.05% | 0.23 CHF | 0.24 CHF | 142,192 | 50,000 | 142,804 | 50,000 | 34,547 CHF | 12,595 CHF | 92.19% | 92.19% |
21/05/2024 | 3.87% | 0.27 CHF | 0.28 CHF | 144,044 | 50,000 | 142,922 | 50,000 | 36,274 CHF | 13,187 CHF | 98.41% | 98.41% |
17/05/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 142,696 | 50,000 | 143,604 | 50,000 | 37,570 CHF | 13,579 CHF | 100.00% | 100.00% |
16/05/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 144,514 | 50,000 | 145,211 | 50,000 | 43,287 CHF | 15,403 CHF | 99.28% | 99.28% |
15/05/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 145,597 | 50,000 | 145,794 | 49,490 | 43,749 CHF | 15,352 CHF | 98.94% | 98.94% |