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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 4.18% | 0.40 CHF | 0.42 CHF | 110,775 | 50,000 | 110,146 | 50,000 | 45,695 CHF | 21,642 CHF | 100.00% | 100.00% |
24/05/2024 | 4.35% | 0.46 CHF | 0.49 CHF | 106,186 | 50,000 | 109,188 | 50,000 | 47,502 CHF | 22,744 CHF | 97.35% | 97.35% |
23/05/2024 | 4.48% | 0.50 CHF | 0.52 CHF | 104,301 | 50,000 | 105,016 | 50,000 | 49,541 CHF | 24,700 CHF | 69.11% | 69.11% |
22/05/2024 | 3.99% | 0.31 CHF | 0.32 CHF | 125,485 | 50,000 | 131,228 | 50,000 | 37,629 CHF | 14,963 CHF | 97.30% | 97.30% |
21/05/2024 | 3.96% | 0.26 CHF | 0.27 CHF | 139,759 | 50,000 | 132,296 | 50,000 | 38,396 CHF | 15,155 CHF | 96.57% | 96.57% |
17/05/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 142,302 | 50,000 | 135,980 | 50,000 | 38,309 CHF | 14,674 CHF | 98.34% | 98.34% |
16/05/2024 | 3.81% | 0.30 CHF | 0.32 CHF | 132,805 | 50,000 | 128,747 | 50,000 | 41,278 CHF | 16,658 CHF | 84.66% | 84.66% |
15/05/2024 | 4.69% | 0.32 CHF | 0.34 CHF | 125,335 | 50,000 | 149,532 | 49,448 | 36,398 CHF | 12,710 CHF | 90.37% | 90.37% |
14/05/2024 | 5.62% | 0.18 CHF | 0.19 CHF | 175,324 | 50,000 | 170,167 | 50,000 | 33,112 CHF | 10,299 CHF | 98.81% | 98.81% |
13/05/2024 | 5.47% | 0.21 CHF | 0.22 CHF | 166,075 | 50,000 | 167,193 | 50,000 | 34,479 CHF | 10,903 CHF | 94.00% | 94.00% |