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 | 5.14% | 0.20 CHF | 0.22 CHF | 151,845 | 50,000 | 152,103 | 48,286 | 45,455 CHF | 15,209 CHF | 32.44% | 32.44% |
14/05/2024 | 4.48% | 0.44 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,882 CHF | 13,465 CHF | 95.40% | 95.40% |
13/05/2024 | 1.81% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,633 CHF | 39,736 CHF | 100.00% | 100.00% |
10/05/2024 | 1.69% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 69,852 | 50,000 | 54,609 CHF | 39,762 CHF | 100.00% | 100.00% |
08/05/2024 | 1.47% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 68,961 | 50,000 | 56,674 CHF | 41,713 CHF | 100.00% | 100.00% |
07/05/2024 | 1.44% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 61,992 | 50,000 | 53,652 CHF | 43,976 CHF | 98.92% | 98.92% |
06/05/2024 | 1.37% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,087 CHF | 47,385 CHF | 100.00% | 100.00% |
03/05/2024 | 1.42% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,786 CHF | 45,462 CHF | 97.97% | 97.97% |
02/05/2024 | 1.28% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 53,553 | 50,000 | 53,621 CHF | 50,775 CHF | 99.13% | 99.13% |