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 | 23.15% | 0.13 CHF | 0.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,469 CHF | 8,149 CHF | 100.00% | 100.00% |
22/05/2024 | 13.99% | 0.17 CHF | 0.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 11,175 CHF | 12,855 CHF | 100.00% | 100.00% |
21/05/2024 | 18.02% | 0.15 CHF | 0.17 CHF | 60,000 | 60,000 | 59,967 | 59,967 | 8,495 CHF | 10,175 CHF | 99.59% | 99.59% |
17/05/2024 | 12.53% | 0.22 CHF | 0.25 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 12,594 CHF | 14,277 CHF | 100.00% | 100.00% |
16/05/2024 | 12.85% | 0.22 CHF | 0.25 CHF | 60,000 | 60,000 | 59,914 | 59,914 | 12,257 CHF | 13,938 CHF | 100.00% | 100.00% |
15/05/2024 | 9.30% | 0.27 CHF | 0.30 CHF | 60,000 | 60,000 | 59,892 | 59,892 | 18,573 CHF | 20,373 CHF | 100.00% | 100.00% |
14/05/2024 | 8.79% | 0.32 CHF | 0.35 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 19,598 CHF | 21,398 CHF | 99.81% | 99.81% |
13/05/2024 | 7.54% | 0.38 CHF | 0.41 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,967 CHF | 24,767 CHF | 100.00% | 100.00% |
10/05/2024 | 7.85% | 0.39 CHF | 0.42 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,055 CHF | 23,855 CHF | 100.00% | 100.00% |
08/05/2024 | 6.96% | 0.41 CHF | 0.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 24,982 CHF | 26,782 CHF | 99.77% | 99.77% |