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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | - | 2.22 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.10% |
10/05/2024 | - | 2.27 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.83% |
08/05/2024 | - | 2.32 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.40% |
07/05/2024 | - | 2.23 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.44% |
06/05/2024 | - | 2.12 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.88% |
03/05/2024 | - | 2.03 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.54% |
02/05/2024 | 0.54% | 1.91 CHF | 1.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 554,610 CHF | 185,870 CHF | 0.59% | 98.40% |
30/04/2024 | 0.55% | 1.88 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 545,032 CHF | 182,677 CHF | 86.60% | 98.81% |
29/04/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 566,073 CHF | 189,691 CHF | 32.44% | 99.22% |
26/04/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 577,706 CHF | 193,569 CHF | 25.98% | 96.38% |