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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/05/2024 | 16.86% | 0.06 CHF | 0.07 CHF | 140,000 | 140,000 | 136,383 | 136,383 | 7,418 CHF | 8,782 CHF | 99.16% | 99.16% |
27/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24/05/2024 | 17.69% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 145,870 | 145,870 | 7,529 CHF | 8,988 CHF | 100.00% | 100.00% |
23/05/2024 | 16.48% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 140,378 | 140,378 | 7,828 CHF | 9,232 CHF | 100.00% | 100.00% |
22/05/2024 | 14.65% | 0.05 CHF | 0.06 CHF | 150,000 | 150,000 | 138,135 | 138,135 | 8,794 CHF | 10,176 CHF | 100.00% | 100.00% |
21/05/2024 | 11.48% | 0.09 CHF | 0.10 CHF | 140,000 | 140,000 | 136,326 | 136,326 | 11,209 CHF | 12,573 CHF | 100.00% | 100.00% |
17/05/2024 | 12.37% | 0.08 CHF | 0.09 CHF | 140,000 | 140,000 | 139,163 | 139,163 | 10,567 CHF | 11,959 CHF | 99.56% | 99.56% |
16/05/2024 | 13.58% | 0.08 CHF | 0.09 CHF | 140,000 | 140,000 | 146,571 | 146,571 | 10,109 CHF | 11,577 CHF | 100.00% | 100.00% |
15/05/2024 | 12.23% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 141,454 | 141,454 | 10,930 CHF | 12,347 CHF | 99.99% | 99.99% |
14/05/2024 | 15.42% | 0.07 CHF | 0.08 CHF | 150,000 | 150,000 | 149,084 | 149,084 | 9,013 CHF | 10,503 CHF | 99.96% | 99.96% |