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 | - | 0.31 CHF | - CHF | 170,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.06% |
15/05/2024 | - | 0.33 CHF | - CHF | 160,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 91.26% |
14/05/2024 | - | 0.35 CHF | - CHF | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.48% |
13/05/2024 | - | 0.33 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.44% |
10/05/2024 | - | 0.30 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.86% |
08/05/2024 | - | 0.26 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/05/2024 | - | 0.26 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.15% |
06/05/2024 | - | 0.26 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.79% |
03/05/2024 | 7.17% | 0.24 CHF | 0.23 CHF | 210,000 | 200,000 | 230,000 | 200,000 | 50,600 CHF | 47,283 CHF | 1.73% | 98.63% |
02/05/2024 | 6.58% | 0.20 CHF | 0.22 CHF | 250,000 | 200,000 | 241,662 | 200,000 | 50,309 CHF | 44,504 CHF | 99.02% | 99.02% |