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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | - | 0.98 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.15% |
14/05/2024 | - | 0.99 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.67% |
13/05/2024 | - | 0.96 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.83% |
10/05/2024 | - | 0.94 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.14% |
08/05/2024 | 1.09% | 0.99 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 411,605 CHF | 138,702 CHF | 79.48% | 98.52% |
07/05/2024 | 1.14% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 392,804 CHF | 132,435 CHF | 98.91% | 98.91% |
06/05/2024 | 1.27% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,668 CHF | 119,389 CHF | 98.52% | 98.52% |
03/05/2024 | 1.40% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 318,926 CHF | 107,809 CHF | 98.54% | 98.54% |
02/05/2024 | 1.53% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 552,637 | 184,212 | 359,021 CHF | 121,516 CHF | 98.90% | 98.90% |
30/04/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 467,799 | 155,933 | 311,598 CHF | 105,425 CHF | 98.69% | 98.69% |