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 | 7.00% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 379,572 | 379,572 | 52,375 CHF | 56,171 CHF | 99.58% | 99.58% |
28/05/2024 | 5.42% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 290,753 | 290,753 | 52,146 CHF | 55,054 CHF | 99.82% | 99.82% |
27/05/2024 | 4.62% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,349 | 249,349 | 52,723 CHF | 55,216 CHF | 100.00% | 100.00% |
24/05/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 236,481 | 236,481 | 52,704 CHF | 55,069 CHF | 100.00% | 100.00% |
23/05/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 204,865 | 204,865 | 53,234 CHF | 55,283 CHF | 99.49% | 99.49% |
22/05/2024 | 5.62% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 303,703 | 303,703 | 52,565 CHF | 55,602 CHF | 98.52% | 98.52% |
21/05/2024 | 5.77% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 305,306 | 305,306 | 51,417 CHF | 54,470 CHF | 100.00% | 100.00% |
17/05/2024 | 4.53% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 243,491 | 243,491 | 52,586 CHF | 55,021 CHF | 99.65% | 99.65% |
16/05/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 332,020 | 332,020 | 51,927 CHF | 55,247 CHF | 99.86% | 99.86% |
15/05/2024 | 6.44% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 346,866 | 346,866 | 52,162 CHF | 55,631 CHF | 100.00% | 100.00% |