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 | - | - |
14/05/2024 | - | 0.50 CHF | 0.57 CHF | 10,000 | 10,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/05/2024 | 1.52% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 77,805 | 25,000 | 54,546 CHF | 17,809 CHF | 100.00% | 100.00% |
10/05/2024 | 1.48% | 0.77 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,610 CHF | 19,793 CHF | 100.00% | 100.00% |
08/05/2024 | 1.31% | 0.82 CHF | 0.83 CHF | 70,000 | 25,000 | 69,601 | 25,000 | 56,119 CHF | 20,428 CHF | 100.00% | 100.00% |
07/05/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 61,879 | 25,000 | 54,521 CHF | 22,343 CHF | 98.92% | 98.92% |
06/05/2024 | 1.19% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,354 CHF | 22,496 CHF | 100.00% | 100.00% |
03/05/2024 | 1.18% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 59,752 | 25,000 | 57,574 CHF | 24,378 CHF | 98.63% | 98.63% |
02/05/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 50,000 | 25,000 | 56,555 | 25,000 | 55,729 CHF | 24,925 CHF | 99.12% | 99.12% |
30/04/2024 | 1.13% | 1.02 CHF | 1.03 CHF | 50,000 | 25,000 | 53,231 | 25,000 | 52,971 CHF | 25,210 CHF | 100.00% | 100.00% |