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 | 4.59% | 0.59 CHF | 0.60 CHF | 90,000 | 10,000 | 97,827 | 4,129 | 53,779 CHF | 2,411 CHF | 99.67% | 99.67% |
28/05/2024 | 5.18% | 0.54 CHF | 0.55 CHF | 100,000 | 10,000 | 107,825 | 4,129 | 52,669 CHF | 2,180 CHF | 99.67% | 99.67% |
27/05/2024 | 6.09% | 0.48 CHF | 0.51 CHF | 110,000 | 2,500 | 110,000 | 2,500 | 52,571 CHF | 1,270 CHF | 99.68% | 99.68% |
24/05/2024 | 5.03% | 0.50 CHF | 0.51 CHF | 100,000 | 10,000 | 108,007 | 4,124 | 53,594 CHF | 2,128 CHF | 99.59% | 99.59% |
23/05/2024 | 5.98% | 0.49 CHF | 0.50 CHF | 110,000 | 10,000 | 123,682 | 4,129 | 52,412 CHF | 1,933 CHF | 99.67% | 99.67% |
22/05/2024 | 4.88% | 0.44 CHF | 0.45 CHF | 120,000 | 10,000 | 101,998 | 4,147 | 51,656 CHF | 2,149 CHF | 98.52% | 98.52% |
21/05/2024 | 4.87% | 0.53 CHF | 0.54 CHF | 100,000 | 10,000 | 100,000 | 4,130 | 51,440 CHF | 2,222 CHF | 99.68% | 99.68% |
17/05/2024 | 5.29% | 0.52 CHF | 0.53 CHF | 100,000 | 10,000 | 108,292 | 4,129 | 51,547 CHF | 2,099 CHF | 99.67% | 99.67% |
16/05/2024 | 5.23% | 0.50 CHF | 0.51 CHF | 110,000 | 10,000 | 109,961 | 4,129 | 52,591 CHF | 2,074 CHF | 99.67% | 99.67% |
15/05/2024 | 4.84% | 0.50 CHF | 0.51 CHF | 100,000 | 10,000 | 100,000 | 4,130 | 51,465 CHF | 2,193 CHF | 99.67% | 99.67% |