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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
17.05.2024 | 3.88% | 0.52 CHF | 0.54 CHF | 100'000 | 100'000 | 108'010 | 108'010 | 54'466 CHF | 56'626 CHF | 100.00% | 100.00% |
16.05.2024 | 1.25% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 75'759 | 75'759 | 60'917 CHF | 61'674 CHF | 98.10% | 98.10% |
15.05.2024 | 1.14% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'367 CHF | 66'117 CHF | 96.87% | 96.87% |
14.05.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'656 CHF | 54'406 CHF | 91.33% | 91.33% |
13.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'281 CHF | 58'031 CHF | 99.99% | 99.99% |
10.05.2024 | 1.12% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'187 | 75'187 | 67'115 CHF | 67'867 CHF | 99.78% | 99.78% |
08.05.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 118'588 | 118'588 | 55'218 CHF | 56'404 CHF | 100.00% | 100.00% |
07.05.2024 | 3.83% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 207'663 | 207'663 | 53'306 CHF | 55'382 CHF | 100.00% | 100.00% |
06.05.2024 | 6.95% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 371'668 | 363'087 | 51'685 CHF | 54'526 CHF | 100.00% | 100.00% |