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 | 3.68% | 0.40 CHF | 0.42 CHF | 106,557 | 50,000 | 105,893 | 50,000 | 43,469 CHF | 21,295 CHF | 92.51% | 92.51% |
28/05/2024 | 3.26% | 0.43 CHF | 0.44 CHF | 104,764 | 50,000 | 103,408 | 50,000 | 46,533 CHF | 23,250 CHF | 100.00% | 100.00% |
27/05/2024 | 2.80% | 0.46 CHF | 0.48 CHF | 103,102 | 50,000 | 103,548 | 50,000 | 47,214 CHF | 23,446 CHF | 99.47% | 99.47% |
24/05/2024 | 5.04% | 0.44 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,869 CHF | 11,431 CHF | 90.46% | 90.46% |
23/05/2024 | 5.14% | 0.46 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,306 CHF | 11,902 CHF | 99.51% | 99.51% |
22/05/2024 | 5.59% | 0.42 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,023 CHF | 10,600 CHF | 96.81% | 96.81% |
21/05/2024 | 5.79% | 0.40 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,572 CHF | 11,200 CHF | 99.61% | 99.61% |
17/05/2024 | 5.23% | 0.44 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,190 CHF | 11,791 CHF | 100.00% | 100.00% |
16/05/2024 | 4.32% | 0.45 CHF | 0.48 CHF | 25,000 | 25,000 | 47,646 | 32,428 | 22,257 CHF | 15,707 CHF | 68.81% | 68.81% |
15/05/2024 | 2.87% | 0.47 CHF | 0.48 CHF | 101,766 | 50,000 | 101,591 | 49,488 | 47,933 CHF | 24,026 CHF | 98.95% | 98.95% |