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 | - | 0.93 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.01% |
15.05.2024 | - | 1.01 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.21% |
14.05.2024 | 1.23% | 0.92 CHF | 0.82 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 485'134 CHF | 163'711 CHF | 41.60% | 97.49% |
13.05.2024 | - | 0.89 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.91% |
10.05.2024 | - | 0.92 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.68% |
08.05.2024 | 1.03% | 1.03 CHF | 0.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 579'973 CHF | 195'324 CHF | 0.61% | 98.80% |
07.05.2024 | - | 1.13 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.43% |
06.05.2024 | - | 1.21 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.87% |
03.05.2024 | 0.87% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 683'354 CHF | 229'785 CHF | 69.67% | 95.20% |
02.05.2024 | 0.92% | 1.16 CHF | 1.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 651'475 CHF | 219'158 CHF | 99.05% | 99.05% |