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 | 10.12% | 0.11 CHF | 0.12 CHF | 98,903 | 50,000 | 94,565 | 50,000 | 11,653 CHF | 6,822 CHF | 65.99% | 65.99% |
28/05/2024 | 10.10% | 0.13 CHF | 0.14 CHF | 91,641 | 50,000 | 89,559 | 50,000 | 12,374 CHF | 7,657 CHF | 100.00% | 100.00% |
27/05/2024 | 6.39% | 0.16 CHF | 0.17 CHF | 86,173 | 50,000 | 86,439 | 50,000 | 13,557 CHF | 8,371 CHF | 100.00% | 100.00% |
24/05/2024 | 5.19% | 0.20 CHF | 0.21 CHF | 78,186 | 50,000 | 76,717 | 50,000 | 15,340 CHF | 10,542 CHF | 76.73% | 76.73% |
23/05/2024 | 5.71% | 0.22 CHF | 0.23 CHF | 75,277 | 50,000 | 72,746 | 50,000 | 16,682 CHF | 12,160 CHF | 99.41% | 99.41% |
22/05/2024 | 5.65% | 0.19 CHF | 0.20 CHF | 78,982 | 50,000 | 78,669 | 50,000 | 15,839 CHF | 10,663 CHF | 97.30% | 97.30% |
21/05/2024 | 5.24% | 0.25 CHF | 0.26 CHF | 71,424 | 50,000 | 72,575 | 50,000 | 17,642 CHF | 12,812 CHF | 92.80% | 92.80% |
17/05/2024 | 4.80% | 0.25 CHF | 0.26 CHF | 74,735 | 50,000 | 75,748 | 50,000 | 18,232 CHF | 12,635 CHF | 100.00% | 100.00% |
16/05/2024 | 4.85% | 0.23 CHF | 0.24 CHF | 76,824 | 50,000 | 77,480 | 50,000 | 17,669 CHF | 11,971 CHF | 98.48% | 98.48% |
15/05/2024 | 5.00% | 0.22 CHF | 0.23 CHF | 80,646 | 50,000 | 81,971 | 49,495 | 17,538 CHF | 11,130 CHF | 98.90% | 98.90% |