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 | 2.83% | 0.27 CHF | 0.28 CHF | 60,000 | 60,000 | 60,937 | 60,937 | 21,392 CHF | 22,001 CHF | 39.11% | 39.11% |
16/05/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 61,000 | 61,000 | 60,946 | 60,946 | 22,963 CHF | 23,573 CHF | 100.00% | 100.00% |
15/05/2024 | 2.28% | 0.36 CHF | 0.37 CHF | 61,000 | 61,000 | 61,449 | 61,449 | 27,149 CHF | 27,764 CHF | 100.00% | 100.00% |
14/05/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 62,000 | 62,000 | 61,981 | 61,981 | 29,240 CHF | 29,860 CHF | 100.00% | 100.00% |
13/05/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 61,000 | 61,000 | 61,065 | 61,065 | 24,680 CHF | 25,291 CHF | 100.00% | 100.00% |
10/05/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 62,000 | 62,000 | 61,672 | 61,672 | 27,728 CHF | 28,345 CHF | 100.00% | 100.00% |
08/05/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 62,000 | 62,000 | 61,531 | 61,531 | 26,486 CHF | 27,102 CHF | 99.15% | 99.15% |
07/05/2024 | 1.76% | 0.46 CHF | 0.47 CHF | 62,000 | 62,000 | 62,512 | 62,512 | 35,638 CHF | 36,263 CHF | 99.85% | 99.85% |
06/05/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 38,426 CHF | 39,056 CHF | 100.00% | 100.00% |