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 | 5.47% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 140,102 | 140,102 | 24,920 CHF | 26,321 CHF | 100.00% | 100.00% |
28/05/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 140,000 | 140,000 | 136,381 | 136,381 | 25,271 CHF | 26,635 CHF | 99.16% | 99.16% |
27/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24/05/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 140,000 | 140,000 | 145,867 | 145,867 | 26,079 CHF | 27,538 CHF | 100.00% | 100.00% |
23/05/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 140,344 | 140,344 | 25,988 CHF | 27,392 CHF | 100.00% | 100.00% |
22/05/2024 | 4.93% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 138,133 | 138,133 | 27,347 CHF | 28,728 CHF | 100.00% | 100.00% |
21/05/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 136,325 | 136,325 | 30,632 CHF | 31,996 CHF | 100.00% | 100.00% |
17/05/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 140,000 | 140,000 | 139,163 | 139,163 | 29,532 CHF | 30,924 CHF | 99.56% | 99.56% |
16/05/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 140,000 | 140,000 | 146,562 | 146,562 | 29,643 CHF | 31,111 CHF | 100.00% | 100.00% |
15/05/2024 | 4.59% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 141,450 | 141,450 | 30,221 CHF | 31,638 CHF | 100.00% | 100.00% |