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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
22/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,218 CHF | 111,718 CHF | 53.28% | 53.29% |
21/05/2024 | 0.61% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 38,367 | 38,367 | 81,888 CHF | 82,347 CHF | 91.52% | 91.52% |
17/05/2024 | 0.79% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,507 CHF | 52,925 CHF | 100.00% | 100.00% |
16/05/2024 | 0.65% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 37,320 | 37,320 | 75,234 CHF | 75,684 CHF | 99.32% | 99.32% |
15/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 99,535 CHF | 99,933 CHF | 98.95% | 98.95% |
14/05/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,769 CHF | 97,269 CHF | 97.27% | 97.27% |
13/05/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,646 CHF | 91,146 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,063 CHF | 91,563 CHF | 100.00% | 100.00% |
08/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,939 CHF | 91,439 CHF | 100.00% | 100.00% |