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 | - | 2.23 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.45% |
07/05/2024 | - | 2.27 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.53% |
06/05/2024 | - | 2.19 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
03/05/2024 | - | 2.16 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.43% |
02/05/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 455,875 CHF | 152,708 CHF | 96.84% | 99.42% |
30/04/2024 | 0.48% | 1.99 CHF | 2.00 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 464,404 CHF | 155,551 CHF | 99.22% | 99.22% |
29/04/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 460,490 CHF | 154,247 CHF | 99.38% | 99.38% |
26/04/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 225,000 | 75,000 | 227,354 | 75,785 | 442,948 CHF | 148,407 CHF | 99.22% | 99.22% |
25/04/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 516,533 CHF | 173,178 CHF | 99.37% | 99.37% |
24/04/2024 | 0.50% | 1.90 CHF | 1.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 598,154 CHF | 200,385 CHF | 99.45% | 99.45% |