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 | 6.27% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 340,270 | 340,270 | 52,551 CHF | 55,954 CHF | 99.58% | 99.58% |
28/05/2024 | 7.47% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 402,514 | 402,514 | 51,915 CHF | 55,940 CHF | 99.80% | 99.80% |
27/05/2024 | 8.50% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 461,131 | 461,131 | 51,958 CHF | 56,569 CHF | 100.00% | 100.00% |
24/05/2024 | 9.71% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 519,173 | 452,508 | 50,899 CHF | 49,304 CHF | 100.00% | 100.00% |
23/05/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 628,711 | 325,679 | 50,281 CHF | 29,298 CHF | 99.70% | 99.70% |
22/05/2024 | 12.88% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 694,261 | 360,100 | 50,394 CHF | 29,745 CHF | 98.47% | 98.47% |
21/05/2024 | 11.72% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 617,196 | 320,196 | 49,639 CHF | 28,931 CHF | 100.00% | 100.00% |
17/05/2024 | 11.40% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 611,043 | 311,841 | 50,567 CHF | 28,914 CHF | 99.65% | 99.65% |
16/05/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 628,110 | 326,555 | 50,088 CHF | 29,307 CHF | 99.86% | 99.86% |
15/05/2024 | 11.47% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 616,374 | 314,561 | 50,663 CHF | 28,986 CHF | 100.00% | 100.00% |