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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 15.11% | 0.20 CHF | 0.22 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,343 CHF | 12,023 CHF | 100.00% | 100.00% |
22/05/2024 | 12.36% | 0.21 CHF | 0.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 12,858 CHF | 14,551 CHF | 100.00% | 100.00% |
21/05/2024 | 13.29% | 0.19 CHF | 0.22 CHF | 60,000 | 60,000 | 59,968 | 59,968 | 11,814 CHF | 13,494 CHF | 99.60% | 99.60% |
17/05/2024 | 13.93% | 0.19 CHF | 0.21 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 11,246 CHF | 12,926 CHF | 100.00% | 100.00% |
16/05/2024 | 13.56% | 0.20 CHF | 0.22 CHF | 60,000 | 60,000 | 59,926 | 59,926 | 11,578 CHF | 13,258 CHF | 100.00% | 100.00% |
15/05/2024 | 12.45% | 0.20 CHF | 0.23 CHF | 60,000 | 60,000 | 59,891 | 59,891 | 13,252 CHF | 15,009 CHF | 100.00% | 100.00% |
14/05/2024 | 11.94% | 0.23 CHF | 0.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,082 CHF | 15,868 CHF | 99.82% | 99.82% |
13/05/2024 | 11.33% | 0.24 CHF | 0.27 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 15,003 CHF | 16,803 CHF | 100.00% | 100.00% |
10/05/2024 | 10.60% | 0.26 CHF | 0.28 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 16,100 CHF | 17,900 CHF | 100.00% | 100.00% |
08/05/2024 | 9.52% | 0.31 CHF | 0.34 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 18,019 CHF | 19,819 CHF | 99.77% | 99.77% |