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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | - | 0.42 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.15% |
15.05.2024 | - | 0.41 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.59% |
14.05.2024 | - | 0.38 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.56% |
13.05.2024 | - | 0.33 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.08% |
10.05.2024 | - | 0.33 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.01% |
08.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'113 CHF | 35'538 CHF | 99.56% | 99.56% |
07.05.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'428 CHF | 36'976 CHF | 99.58% | 99.58% |
06.05.2024 | 4.77% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'290 CHF | 32'263 CHF | 99.53% | 99.53% |
03.05.2024 | 6.29% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 549'239 | 183'080 | 84'630 CHF | 30'041 CHF | 99.46% | 99.46% |
02.05.2024 | 7.12% | 0.14 CHF | 0.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 81'449 CHF | 29'150 CHF | 99.56% | 99.56% |