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 | 10.08% | 0.01 CHF | 0.08 CHF | 50,000 | 50,000 | 154,845 | 49,302 | 23,378 CHF | 8,207 CHF | 79.34% | 81.68% |
14/05/2024 | 6.73% | 0.27 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,608 CHF | 9,192 CHF | 95.49% | 95.49% |
13/05/2024 | 2.26% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 88,404 | 50,000 | 53,810 CHF | 31,150 CHF | 100.00% | 100.00% |
10/05/2024 | 2.05% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 86,415 | 50,000 | 52,702 CHF | 31,192 CHF | 100.00% | 100.00% |
08/05/2024 | 2.03% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,037 CHF | 33,189 CHF | 100.00% | 100.00% |
07/05/2024 | 1.93% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 77,214 | 50,000 | 53,596 CHF | 35,443 CHF | 98.79% | 98.79% |
06/05/2024 | 1.80% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,432 CHF | 38,857 CHF | 100.00% | 100.00% |
03/05/2024 | 1.85% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 72,059 | 50,000 | 52,118 CHF | 36,881 CHF | 98.63% | 98.63% |
02/05/2024 | 1.70% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 66,982 | 50,000 | 55,506 CHF | 42,200 CHF | 99.13% | 99.13% |