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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
15/05/2024 | 0.56% | 82.30 % | 82.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,207 CHF | 446,707 CHF | 97.67% | 97.67% |
14/05/2024 | 0.58% | 87.88 % | 88.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,158 CHF | 428,658 CHF | 98.75% | 98.75% |
13/05/2024 | 0.61% | 84.62 % | 85.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,940 CHF | 412,440 CHF | 87.03% | 87.03% |
10/05/2024 | 0.61% | 80.39 % | 80.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,128 CHF | 413,628 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 81.73 % | 82.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,073 CHF | 415,573 CHF | 79.21% | 79.21% |
07/05/2024 | 0.58% | 86.00 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,332 CHF | 430,832 CHF | 99.96% | 99.96% |
06/05/2024 | 0.57% | 87.59 % | 88.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,795 CHF | 443,295 CHF | 100.00% | 100.00% |
03/05/2024 | 0.59% | 84.33 % | 84.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,098 CHF | 427,598 CHF | 100.00% | 100.00% |
02/05/2024 | 0.58% | 84.33 % | 84.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,227 CHF | 428,727 CHF | 100.00% | 100.00% |