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 | 16.29% | 0.05 CHF | 0.06 CHF | 410,838 | 50,000 | 406,509 | 50,000 | 23,062 CHF | 3,339 CHF | 90.56% | 90.56% |
28/05/2024 | 14.30% | 0.06 CHF | 0.07 CHF | 366,643 | 50,000 | 357,282 | 50,000 | 23,289 CHF | 3,765 CHF | 88.18% | 88.18% |
27/05/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 370,788 | 50,000 | 371,431 | 50,000 | 25,575 CHF | 3,943 CHF | 100.00% | 100.00% |
24/05/2024 | 15.32% | 0.07 CHF | 0.08 CHF | 375,245 | 50,000 | 381,345 | 50,000 | 22,998 CHF | 3,516 CHF | 43.61% | 43.61% |
23/05/2024 | 14.28% | 0.06 CHF | 0.07 CHF | 371,350 | 50,000 | 368,897 | 50,000 | 24,109 CHF | 3,768 CHF | 98.33% | 98.33% |
22/05/2024 | 13.60% | 0.07 CHF | 0.08 CHF | 371,942 | 50,000 | 369,022 | 50,000 | 25,356 CHF | 3,936 CHF | 91.99% | 91.99% |
21/05/2024 | 13.56% | 0.07 CHF | 0.08 CHF | 376,073 | 50,000 | 362,216 | 50,000 | 24,949 CHF | 3,945 CHF | 99.99% | 99.99% |
17/05/2024 | 13.61% | 0.07 CHF | 0.08 CHF | 368,783 | 50,000 | 359,814 | 50,000 | 24,694 CHF | 3,933 CHF | 95.54% | 95.54% |
16/05/2024 | 12.76% | 0.07 CHF | 0.08 CHF | 331,804 | 50,000 | 331,612 | 50,000 | 24,444 CHF | 4,184 CHF | 99.22% | 99.22% |
15/05/2024 | 13.30% | 0.07 CHF | 0.08 CHF | 336,473 | 50,000 | 331,875 | 49,477 | 23,785 CHF | 4,046 CHF | 92.84% | 92.84% |