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 | - | 0.03 CHF | - CHF | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
15/05/2024 | 3.50% | 0.15 CHF | 0.20 CHF | 340,000 | 200,000 | 208,546 | 200,000 | 59,673 CHF | 59,962 CHF | 90.56% | 98.55% |
14/05/2024 | 2.14% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 93,061 CHF | 95,061 CHF | 99.40% | 99.40% |
13/05/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 93,669 CHF | 95,669 CHF | 98.91% | 98.91% |
10/05/2024 | 1.75% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,964 CHF | 115,964 CHF | 100.00% | 100.00% |
08/05/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 176,380 CHF | 178,380 CHF | 99.67% | 99.67% |
07/05/2024 | 0.90% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 220,573 CHF | 222,573 CHF | 96.81% | 96.81% |
06/05/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 270,236 CHF | 272,236 CHF | 99.85% | 99.85% |
03/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 304,195 CHF | 306,195 CHF | 96.03% | 96.03% |
02/05/2024 | 0.64% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 312,088 CHF | 314,088 CHF | 98.93% | 98.93% |