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 | - | - |
15/05/2024 | 7.63% | 0.11 CHF | 0.12 CHF | 103,000 | 103,000 | 103,212 | 103,212 | 13,049 CHF | 14,082 CHF | 4.72% | 4.72% |
14/05/2024 | 4.79% | 0.17 CHF | 0.18 CHF | 105,000 | 105,000 | 106,315 | 106,315 | 22,081 CHF | 23,144 CHF | 99.98% | 99.98% |
13/05/2024 | - | 0.34 CHF | - CHF | 112,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/05/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 111,000 | 111,000 | 111,446 | 111,446 | 37,596 CHF | 38,710 CHF | 100.00% | 100.00% |
08/05/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 112,000 | 112,000 | 112,175 | 112,175 | 39,975 CHF | 41,097 CHF | 99.06% | 99.06% |
07/05/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 112,000 | 112,000 | 113,123 | 113,123 | 42,950 CHF | 44,083 CHF | 99.66% | 99.66% |
06/05/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 114,000 | 114,000 | 114,797 | 114,797 | 47,392 CHF | 48,540 CHF | 100.00% | 100.00% |
03/05/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 114,000 | 114,000 | 113,848 | 113,848 | 44,806 CHF | 45,944 CHF | 99.99% | 99.99% |
02/05/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 116,000 | 116,000 | 116,185 | 116,185 | 51,842 CHF | 53,004 CHF | 100.00% | 100.00% |