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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 10.82% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 26,232 CHF | 29,232 CHF | 100.00% | 100.00% |
23/05/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 25,358 CHF | 28,358 CHF | 99.94% | 99.94% |
22/05/2024 | 11.50% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 24,612 CHF | 27,612 CHF | 100.00% | 100.00% |
21/05/2024 | 10.79% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 299,628 | 299,628 | 26,332 CHF | 29,332 CHF | 100.00% | 100.00% |
17/05/2024 | 10.83% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 26,215 CHF | 29,215 CHF | 100.00% | 100.00% |
16/05/2024 | 10.46% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 299,562 | 299,562 | 27,232 CHF | 30,232 CHF | 100.00% | 100.00% |
15/05/2024 | 10.05% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 299,444 | 299,444 | 28,396 CHF | 31,396 CHF | 99.61% | 99.61% |
14/05/2024 | 9.84% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 29,006 CHF | 32,006 CHF | 99.89% | 99.89% |
13/05/2024 | 10.18% | 0.10 CHF | 0.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 27,988 CHF | 30,988 CHF | 99.45% | 99.45% |
10/05/2024 | 10.38% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 27,395 CHF | 30,395 CHF | 100.00% | 100.00% |