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 | 3.32% | 0.31 CHF | 0.33 CHF | 106,487 | 50,000 | 105,800 | 50,000 | 34,491 CHF | 16,850 CHF | 96.51% | 96.51% |
28/05/2024 | 3.80% | 0.34 CHF | 0.35 CHF | 104,764 | 50,000 | 103,457 | 50,000 | 37,403 CHF | 18,781 CHF | 100.00% | 100.00% |
27/05/2024 | 4.56% | 0.37 CHF | 0.39 CHF | 103,160 | 50,000 | 103,465 | 50,000 | 38,008 CHF | 19,223 CHF | 100.00% | 100.00% |
24/05/2024 | 6.20% | 0.36 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,656 CHF | 9,210 CHF | 90.46% | 90.46% |
23/05/2024 | 6.31% | 0.37 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,120 CHF | 9,715 CHF | 99.51% | 99.51% |
22/05/2024 | 7.68% | 0.33 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,806 CHF | 8,430 CHF | 96.81% | 96.81% |
21/05/2024 | 6.17% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,422 CHF | 8,958 CHF | 99.61% | 99.61% |
17/05/2024 | 7.08% | 0.36 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,976 CHF | 9,635 CHF | 100.00% | 100.00% |
16/05/2024 | 5.02% | 0.37 CHF | 0.39 CHF | 25,000 | 25,000 | 47,682 | 32,428 | 18,091 CHF | 12,829 CHF | 68.81% | 68.81% |
15/05/2024 | 3.50% | 0.38 CHF | 0.39 CHF | 101,812 | 50,000 | 101,651 | 49,488 | 38,986 CHF | 19,653 CHF | 98.95% | 98.95% |