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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 5.03% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 99,048 | 99,048 | 19,383 CHF | 20,375 CHF | 99.05% | 99.05% |
22/05/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 98,877 | 98,877 | 20,213 CHF | 21,203 CHF | 83.43% | 100.00% |
21/05/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 25,140 CHF | 26,131 CHF | 100.00% | 100.00% |
17/05/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 27,897 CHF | 28,889 CHF | 100.00% | 100.00% |
16/05/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 22,380 CHF | 23,372 CHF | 100.00% | 100.00% |
15/05/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 20,377 CHF | 21,369 CHF | 100.00% | 100.00% |
14/05/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 99,409 | 99,409 | 22,015 CHF | 23,010 CHF | 98.86% | 98.86% |
13/05/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 20,175 CHF | 21,167 CHF | 100.00% | 100.00% |
10/05/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 99,158 | 99,158 | 20,803 CHF | 21,796 CHF | 99.48% | 99.48% |
08/05/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 99,360 | 99,360 | 19,846 CHF | 20,840 CHF | 99.80% | 99.80% |