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 | - | - |
02/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
30/04/2024 | 18.60% | 0.03 CHF | 0.11 CHF | 500,000 | 20,000 | 447,997 | 91,333 | 44,670 CHF | 10,047 CHF | 9.92% | 97.18% |
29/04/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 499,144 | 100,000 | 50,013 CHF | 11,021 CHF | 13.79% | 99.94% |
26/04/2024 | 25.81% | 0.06 CHF | 0.12 CHF | 500,000 | 20,000 | 380,094 | 80,965 | 38,445 CHF | 9,117 CHF | 34.44% | 95.45% |
25/04/2024 | 91.72% | 0.08 CHF | 0.12 CHF | 500,000 | 20,000 | 20,000 | 20,000 | 829 CHF | 2,229 CHF | 9.32% | 96.44% |
24/04/2024 | 78.23% | 0.08 CHF | 0.11 CHF | 500,000 | 100,000 | 58,261 | 26,377 | 4,875 CHF | 3,055 CHF | 4.09% | 97.61% |
23/04/2024 | 13.04% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 443,565 | 93,259 | 46,162 CHF | 10,747 CHF | 95.04% | 96.02% |
22/04/2024 | 9.17% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 470,744 | 99,710 | 50,175 CHF | 11,658 CHF | 99.99% | 99.99% |
19/04/2024 | 6.84% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 358,253 | 100,000 | 50,550 CHF | 15,128 CHF | 99.84% | 99.84% |