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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,571 CHF | 9,071 CHF | 100.00% | 100.00% |
23/05/2024 | 5.66% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,596 CHF | 9,096 CHF | 99.57% | 99.57% |
22/05/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,404 CHF | 9,904 CHF | 98.25% | 98.25% |
21/05/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,483 CHF | 9,983 CHF | 100.00% | 100.00% |
17/05/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,492 CHF | 9,992 CHF | 100.00% | 100.00% |
16/05/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,402 CHF | 9,902 CHF | 99.76% | 99.76% |
15/05/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,499 CHF | 9,999 CHF | 100.00% | 100.00% |
14/05/2024 | 4.95% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,852 CHF | 10,352 CHF | 100.00% | 100.00% |
13/05/2024 | 4.47% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,931 CHF | 11,431 CHF | 100.00% | 100.00% |
10/05/2024 | 4.35% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,275 CHF | 11,775 CHF | 100.00% | 100.00% |