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 | 7.29% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 91,421 | 91,421 | 12,095 CHF | 13,009 CHF | 100.00% | 100.00% |
28/05/2024 | 6.65% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 97,372 | 97,372 | 14,197 CHF | 15,171 CHF | 99.15% | 99.15% |
27/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24/05/2024 | 7.18% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 106,911 | 106,911 | 14,361 CHF | 15,430 CHF | 100.00% | 100.00% |
23/05/2024 | 6.49% | 0.14 CHF | 0.15 CHF | 110,000 | 110,000 | 107,078 | 107,078 | 16,056 CHF | 17,127 CHF | 99.99% | 99.99% |
22/05/2024 | 5.83% | 0.15 CHF | 0.16 CHF | 90,000 | 90,000 | 87,655 | 87,655 | 14,742 CHF | 15,619 CHF | 100.00% | 100.00% |
21/05/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 80,000 | 80,000 | 83,333 | 83,333 | 18,593 CHF | 19,427 CHF | 100.00% | 100.00% |
17/05/2024 | 5.01% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 99,387 | 99,387 | 19,384 CHF | 20,378 CHF | 99.56% | 99.56% |
16/05/2024 | 5.47% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 99,237 | 99,237 | 17,763 CHF | 18,757 CHF | 100.00% | 100.00% |
15/05/2024 | 4.93% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 99,212 | 99,212 | 19,785 CHF | 20,779 CHF | 99.99% | 99.99% |