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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 76,095 | 20,000 | 76,077 | 20,000 | 22,207 CHF | 6,038 CHF | 99.50% | 99.50% |
22/05/2024 | 4.16% | 0.31 CHF | 0.32 CHF | 75,954 | 20,000 | 76,737 | 20,000 | 18,417 CHF | 5,004 CHF | 96.90% | 96.90% |
21/05/2024 | 3.89% | 0.21 CHF | 0.22 CHF | 76,734 | 10,000 | 76,233 | 10,000 | 19,404 CHF | 2,646 CHF | 100.00% | 100.00% |
17/05/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 74,952 | 10,000 | 74,657 | 10,000 | 28,277 CHF | 3,888 CHF | 100.00% | 100.00% |
16/05/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 73,179 | 10,000 | 72,941 | 10,000 | 35,128 CHF | 4,917 CHF | 99.31% | 99.31% |
15/05/2024 | 2.79% | 0.42 CHF | 0.43 CHF | 73,809 | 20,000 | 74,568 | 19,770 | 26,846 CHF | 7,311 CHF | 98.95% | 98.95% |
14/05/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 75,492 | 20,000 | 75,690 | 20,000 | 21,796 CHF | 5,960 CHF | 99.99% | 99.99% |
13/05/2024 | 3.66% | 0.29 CHF | 0.30 CHF | 75,796 | 10,000 | 75,962 | 10,000 | 20,430 CHF | 2,790 CHF | 100.00% | 100.00% |
10/05/2024 | 3.45% | 0.24 CHF | 0.25 CHF | 76,500 | 10,000 | 75,798 | 10,000 | 21,689 CHF | 2,962 CHF | 100.00% | 100.00% |
08/05/2024 | 3.51% | 0.34 CHF | 0.35 CHF | 75,354 | 10,000 | 76,058 | 10,000 | 21,346 CHF | 2,907 CHF | 100.00% | 100.00% |