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 | 10.11% | 0.22 CHF | 0.24 CHF | 74,635 | 50,000 | 74,679 | 50,000 | 15,453 CHF | 11,450 CHF | 30.33% | 30.33% |
28/05/2024 | 8.00% | 0.25 CHF | 0.27 CHF | 71,715 | 50,000 | 69,588 | 50,000 | 18,923 CHF | 14,762 CHF | 92.55% | 92.55% |
27/05/2024 | 6.54% | 0.30 CHF | 0.32 CHF | 63,828 | 50,000 | 62,065 | 50,000 | 20,498 CHF | 17,646 CHF | 97.39% | 97.39% |
24/05/2024 | 6.36% | 0.37 CHF | 0.39 CHF | 60,986 | 50,000 | 63,189 | 50,000 | 22,039 CHF | 18,594 CHF | 85.70% | 85.70% |
23/05/2024 | 6.72% | 0.35 CHF | 0.37 CHF | 62,512 | 50,000 | 62,605 | 50,000 | 21,225 CHF | 18,138 CHF | 59.90% | 59.90% |
22/05/2024 | 9.50% | 0.24 CHF | 0.26 CHF | 71,091 | 50,000 | 77,277 | 49,018 | 15,875 CHF | 11,213 CHF | 97.38% | 97.38% |
21/05/2024 | - | 0.03 CHF | 0.10 CHF | 164,576 | 10,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
17/05/2024 | 39.79% | 0.03 CHF | 0.04 CHF | 303,641 | 50,000 | 271,319 | 50,000 | 6,986 CHF | 1,934 CHF | 83.40% | 83.40% |
16/05/2024 | 22.86% | 0.04 CHF | 0.05 CHF | 195,019 | 50,000 | 192,781 | 50,000 | 8,544 CHF | 2,789 CHF | 98.13% | 98.13% |
15/05/2024 | 28.98% | 0.04 CHF | 0.05 CHF | 204,090 | 50,000 | 250,300 | 49,489 | 8,299 CHF | 2,229 CHF | 98.93% | 98.93% |