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 | - | 0.32 CHF | 0.39 CHF | 10,000 | 10,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/05/2024 | 2.03% | 0.53 CHF | 0.54 CHF | 100,000 | 25,000 | 100,709 | 25,000 | 52,508 CHF | 13,309 CHF | 100.00% | 100.00% |
10/05/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 88,909 | 25,000 | 53,271 CHF | 15,253 CHF | 100.00% | 100.00% |
08/05/2024 | 1.68% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 85,217 | 25,000 | 53,314 CHF | 15,928 CHF | 100.00% | 100.00% |
07/05/2024 | 1.42% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 74,568 | 25,000 | 52,279 CHF | 17,827 CHF | 98.81% | 98.81% |
06/05/2024 | 1.49% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 76,535 | 25,000 | 54,200 CHF | 17,996 CHF | 100.00% | 100.00% |
03/05/2024 | 1.27% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,873 CHF | 19,847 CHF | 98.27% | 98.27% |
02/05/2024 | 1.38% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 68,521 | 25,000 | 55,157 CHF | 20,425 CHF | 99.12% | 99.12% |
30/04/2024 | 1.27% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 67,263 | 25,000 | 54,863 CHF | 20,678 CHF | 100.00% | 100.00% |