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 | 5,70% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 294 513 | 99 860 | 50 735 CHF | 18 228 CHF | 99,99% | 99,99% |
28/05/2024 | 5,06% | 0,19 CHF | 0,20 CHF | 270 000 | 100 000 | 262 936 | 100 000 | 50 607 CHF | 20 286 CHF | 99,98% | 99,98% |
27/05/2024 | 6,11% | 0,16 CHF | 0,17 CHF | 320 000 | 100 000 | 322 121 | 100 000 | 51 126 CHF | 16 894 CHF | 100,00% | 100,00% |
24/05/2024 | 6,13% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 319 625 | 99 871 | 51 089 CHF | 16 973 CHF | 99,67% | 99,67% |
23/05/2024 | 7,02% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 286 806 | 96 987 | 49 039 CHF | 17 608 CHF | 98,39% | 98,39% |
22/05/2024 | 5,63% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 294 212 | 100 000 | 50 811 CHF | 18 314 CHF | 98,88% | 98,88% |
21/05/2024 | 4,55% | 0,22 CHF | 0,23 CHF | 230 000 | 100 000 | 234 875 | 100 000 | 50 495 CHF | 22 511 CHF | 99,99% | 99,99% |
17/05/2024 | 4,21% | 0,24 CHF | 0,25 CHF | 210 000 | 100 000 | 217 108 | 100 000 | 50 509 CHF | 24 289 CHF | 99,99% | 99,99% |
16/05/2024 | 7,59% | 0,28 CHF | 0,29 CHF | 180 000 | 100 000 | 142 928 | 84 234 | 42 157 CHF | 25 883 CHF | 99,00% | 99,00% |
15/05/2024 | 10,63% | 0,26 CHF | 0,33 CHF | 20 000 | 20 000 | 131 885 | 73 193 | 35 684 CHF | 20 879 CHF | 98,05% | 98,05% |