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 | 12.28% | 0.08 CHF | 0.09 CHF | 428,130 | 50,000 | 359,067 | 50,000 | 33,908 CHF | 5,367 CHF | 94.84% | 94.84% |
28/05/2024 | 11.81% | 0.10 CHF | 0.11 CHF | 338,570 | 50,000 | 334,956 | 50,000 | 34,244 CHF | 5,761 CHF | 100.00% | 100.00% |
27/05/2024 | 14.38% | 0.09 CHF | 0.10 CHF | 368,627 | 50,000 | 356,420 | 50,000 | 33,647 CHF | 5,457 CHF | 98.65% | 98.65% |
24/05/2024 | 13.19% | 0.10 CHF | 0.12 CHF | 345,008 | 50,000 | 344,750 | 50,000 | 34,473 CHF | 5,711 CHF | 94.99% | 94.99% |
23/05/2024 | 12.47% | 0.11 CHF | 0.13 CHF | 323,557 | 50,000 | 326,202 | 50,000 | 35,604 CHF | 6,187 CHF | 99.41% | 99.41% |
22/05/2024 | 10.78% | 0.12 CHF | 0.14 CHF | 302,650 | 50,000 | 306,862 | 50,000 | 36,408 CHF | 6,613 CHF | 97.30% | 97.30% |
21/05/2024 | 11.02% | 0.11 CHF | 0.13 CHF | 313,549 | 50,000 | 298,748 | 50,000 | 37,444 CHF | 7,011 CHF | 100.00% | 100.00% |
17/05/2024 | 10.44% | 0.12 CHF | 0.13 CHF | 332,083 | 50,000 | 341,497 | 50,000 | 37,922 CHF | 6,167 CHF | 100.00% | 100.00% |
16/05/2024 | 10.21% | 0.11 CHF | 0.12 CHF | 338,374 | 50,000 | 329,333 | 50,000 | 37,937 CHF | 6,389 CHF | 99.25% | 99.25% |
15/05/2024 | 10.53% | 0.13 CHF | 0.14 CHF | 316,779 | 50,000 | 310,267 | 49,445 | 38,967 CHF | 6,906 CHF | 98.70% | 98.70% |