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 | 9.26% | 1.06 CHF | 1.11 CHF | 200,000 | 200,000 | 93,332 | 76,705 | 92,438 CHF | 83,153 CHF | 94.32% | 94.32% |
28/05/2024 | 8.82% | 0.83 CHF | 0.88 CHF | 200,000 | 200,000 | 89,819 | 75,613 | 86,980 CHF | 78,720 CHF | 97.18% | 97.18% |
27/05/2024 | 10.22% | 0.92 CHF | 1.02 CHF | 60,000 | 40,000 | 59,843 | 40,000 | 55,568 CHF | 41,150 CHF | 98.93% | 98.93% |
24/05/2024 | 12.08% | 1.14 CHF | 1.24 CHF | 100,000 | 100,000 | 53,112 | 37,483 | 71,468 CHF | 54,863 CHF | 98.97% | 98.97% |
23/05/2024 | 8.67% | 1.46 CHF | 1.51 CHF | 100,000 | 100,000 | 69,052 | 38,696 | 72,804 CHF | 46,978 CHF | 92.37% | 92.37% |
22/05/2024 | 7.40% | 1.11 CHF | 1.25 CHF | 100,000 | 100,000 | 44,417 | 22,800 | 56,518 CHF | 31,074 CHF | 78.06% | 98.48% |
21/05/2024 | 6.91% | 1.35 CHF | 1.40 CHF | 200,000 | 200,000 | 80,723 | 74,748 | 104,954 CHF | 103,004 CHF | 99.62% | 99.62% |
17/05/2024 | 6.90% | 1.16 CHF | 1.21 CHF | 100,000 | 100,000 | 57,180 | 37,528 | 70,573 CHF | 48,856 CHF | 98.74% | 98.74% |
16/05/2024 | 12.36% | 1.51 CHF | 1.71 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,771 CHF | 34,386 CHF | 77.55% | 77.55% |
15/05/2024 | 10.56% | 1.91 CHF | 2.06 CHF | 50,000 | 50,000 | 31,475 | 18,681 | 73,104 CHF | 45,938 CHF | 99.61% | 99.61% |