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 | 6.02% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 599,933 | 599,933 | 96,740 CHF | 102,740 CHF | 99.89% | 99.89% |
28/05/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 102,894 CHF | 108,794 CHF | 100.00% | 100.00% |
27/05/2024 | 5.86% | 0.18 CHF | 0.19 CHF | 600,000 | 600,000 | 599,207 | 599,207 | 99,609 CHF | 105,609 CHF | 99.50% | 99.50% |
24/05/2024 | 6.33% | 0.16 CHF | 0.17 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 91,898 CHF | 97,898 CHF | 100.00% | 100.00% |
23/05/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 96,555 CHF | 102,555 CHF | 100.00% | 100.00% |
22/05/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 94,395 CHF | 100,395 CHF | 100.00% | 100.00% |
21/05/2024 | 6.36% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 599,412 | 599,412 | 91,447 CHF | 97,447 CHF | 99.30% | 99.30% |
17/05/2024 | 6.83% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 84,930 CHF | 90,930 CHF | 100.00% | 100.00% |
16/05/2024 | 6.66% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 599,189 | 599,189 | 87,314 CHF | 93,314 CHF | 100.00% | 100.00% |
15/05/2024 | 7.22% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 598,900 | 598,900 | 80,357 CHF | 86,357 CHF | 100.00% | 100.00% |