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 | 86.38% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 355,811 | 355,811 | 2,846 CHF | 7,128 CHF | 99.80% | 99.80% |
24/05/2024 | 86.28% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 366,095 | 366,095 | 2,929 CHF | 7,327 CHF | 100.00% | 100.00% |
23/05/2024 | 86.31% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 356,136 | 356,136 | 2,849 CHF | 7,129 CHF | 99.61% | 99.61% |
22/05/2024 | 86.27% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 356,378 | 356,378 | 2,851 CHF | 7,132 CHF | 100.00% | 100.00% |
21/05/2024 | 86.34% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 356,032 | 356,032 | 2,848 CHF | 7,129 CHF | 99.49% | 99.49% |
17/05/2024 | 79.00% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 347,785 | 347,785 | 3,052 CHF | 6,960 CHF | 99.23% | 99.23% |
16/05/2024 | 78.89% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 349,261 | 349,261 | 3,070 CHF | 6,997 CHF | 100.00% | 100.00% |
15/05/2024 | 67.35% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 344,893 | 344,893 | 3,449 CHF | 6,908 CHF | 100.00% | 100.00% |
14/05/2024 | 57.36% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 339,177 | 339,177 | 4,323 CHF | 7,733 CHF | 99.99% | 99.99% |
13/05/2024 | 56.02% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 343,343 | 343,343 | 4,556 CHF | 8,024 CHF | 99.83% | 99.83% |