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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | - | 1.73 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.66% |
24.05.2024 | - | 1.77 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.18% |
23.05.2024 | - | 1.78 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.78% |
22.05.2024 | - | 1.77 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.35% |
21.05.2024 | - | 1.82 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.88% |
17.05.2024 | - | 1.76 CHF | - CHF | 300'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.32% |
16.05.2024 | - | 1.72 CHF | 1.64 CHF | 300'000 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.90% |
15.05.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 476'320 CHF | 159'773 CHF | 99.50% | 99.50% |
14.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 460'261 CHF | 154'420 CHF | 99.18% | 99.18% |
13.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 424'811 CHF | 142'604 CHF | 98.97% | 98.97% |