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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | - | 0.58 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.10% |
07/05/2024 | - | 0.59 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.52% |
06/05/2024 | - | 0.56 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.82% |
03/05/2024 | 2.02% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,960 CHF | 75,153 CHF | 98.00% | 98.00% |
02/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,807 CHF | 72,102 CHF | 98.22% | 98.22% |
30/04/2024 | 1.98% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 225,429 CHF | 76,643 CHF | 98.07% | 98.07% |
29/04/2024 | 1.82% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 244,933 CHF | 83,144 CHF | 97.78% | 97.78% |
26/04/2024 | 1.59% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,016 CHF | 95,172 CHF | 99.38% | 99.38% |
25/04/2024 | 1.96% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 466,953 | 155,651 | 236,360 CHF | 80,343 CHF | 99.16% | 99.16% |
24/04/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 266,664 CHF | 90,388 CHF | 99.24% | 99.24% |