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 | 9.59% | 0.10 CHF | 0.11 CHF | 460,753 | 50,000 | 460,217 | 50,000 | 45,738 CHF | 5,469 CHF | 60.05% | 60.05% |
28/05/2024 | 8.08% | 0.11 CHF | 0.12 CHF | 397,581 | 50,000 | 379,544 | 50,000 | 45,096 CHF | 6,444 CHF | 100.00% | 100.00% |
27/05/2024 | 7.40% | 0.14 CHF | 0.15 CHF | 340,084 | 50,000 | 340,000 | 50,000 | 44,277 CHF | 7,011 CHF | 100.00% | 100.00% |
24/05/2024 | 7.26% | 0.14 CHF | 0.15 CHF | 346,274 | 50,000 | 349,128 | 50,000 | 46,406 CHF | 7,148 CHF | 57.26% | 57.26% |
23/05/2024 | 6.77% | 0.14 CHF | 0.15 CHF | 322,625 | 50,000 | 329,858 | 50,000 | 47,132 CHF | 7,645 CHF | 73.38% | 73.38% |
22/05/2024 | 7.69% | 0.13 CHF | 0.14 CHF | 363,540 | 50,000 | 363,915 | 50,000 | 45,552 CHF | 6,759 CHF | 97.49% | 97.49% |
21/05/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 346,644 | 50,000 | 346,583 | 50,000 | 45,158 CHF | 7,015 CHF | 100.00% | 100.00% |
17/05/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 342,634 | 50,000 | 359,596 | 50,000 | 46,710 CHF | 6,995 CHF | 96.54% | 96.54% |
16/05/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 363,585 | 50,000 | 369,594 | 50,000 | 45,555 CHF | 6,664 CHF | 93.70% | 93.70% |
15/05/2024 | 8.02% | 0.12 CHF | 0.13 CHF | 394,178 | 50,000 | 386,458 | 49,752 | 46,235 CHF | 6,450 CHF | 98.73% | 98.73% |