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 | 4.59% | 0.24 CHF | 0.25 CHF | 165,365 | 50,000 | 170,977 | 50,000 | 39,422 CHF | 12,074 CHF | 100.00% | 100.00% |
24/05/2024 | 4.72% | 0.24 CHF | 0.25 CHF | 166,545 | 50,000 | 166,665 | 50,000 | 39,549 CHF | 12,442 CHF | 96.54% | 96.54% |
23/05/2024 | 4.14% | 0.25 CHF | 0.26 CHF | 158,982 | 50,000 | 159,061 | 50,000 | 39,750 CHF | 13,025 CHF | 98.53% | 98.53% |
22/05/2024 | 4.57% | 0.22 CHF | 0.23 CHF | 172,966 | 50,000 | 174,034 | 50,000 | 38,301 CHF | 11,519 CHF | 97.49% | 97.49% |
21/05/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 176,882 | 50,000 | 177,677 | 50,000 | 38,983 CHF | 11,482 CHF | 98.72% | 98.72% |
17/05/2024 | 4.69% | 0.22 CHF | 0.23 CHF | 172,495 | 50,000 | 174,453 | 50,000 | 39,266 CHF | 11,795 CHF | 100.00% | 100.00% |
16/05/2024 | 4.34% | 0.24 CHF | 0.25 CHF | 162,649 | 50,000 | 162,415 | 50,000 | 40,296 CHF | 12,962 CHF | 97.42% | 97.42% |
15/05/2024 | 4.74% | 0.23 CHF | 0.24 CHF | 168,042 | 50,000 | 176,931 | 49,423 | 38,381 CHF | 11,262 CHF | 87.60% | 87.60% |
14/05/2024 | 5.41% | 0.21 CHF | 0.22 CHF | 180,436 | 50,000 | 182,643 | 49,361 | 37,409 CHF | 10,674 CHF | 99.99% | 99.99% |
13/05/2024 | 5.92% | 0.19 CHF | 0.20 CHF | 195,225 | 50,000 | 203,535 | 50,000 | 37,441 CHF | 9,762 CHF | 99.69% | 99.69% |