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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
02/05/2024 | 12.49% | 0.01 CHF | 0.06 CHF | 500,000 | 200,000 | 497,884 | 200,000 | 38,868 CHF | 17,646 CHF | 58.19% | 64.14% |
30/04/2024 | 11.03% | 0.10 CHF | 0.11 CHF | 500,000 | 200,000 | 498,188 | 200,000 | 43,132 CHF | 19,333 CHF | 100.00% | 100.00% |
29/04/2024 | 6.71% | 0.12 CHF | 0.13 CHF | 420,000 | 200,000 | 353,320 | 200,000 | 50,877 CHF | 31,063 CHF | 99.90% | 99.90% |
26/04/2024 | 10.50% | 0.11 CHF | 0.12 CHF | 460,000 | 200,000 | 489,421 | 200,000 | 44,733 CHF | 20,389 CHF | 99.38% | 99.38% |
25/04/2024 | 10.05% | 0.07 CHF | 0.08 CHF | 500,000 | 200,000 | 476,807 | 200,000 | 46,524 CHF | 21,668 CHF | 98.48% | 98.52% |
24/04/2024 | 5.02% | 0.15 CHF | 0.20 CHF | 340,000 | 200,000 | 262,054 | 200,000 | 50,838 CHF | 40,846 CHF | 13.90% | 100.00% |
23/04/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 66,201 CHF | 68,201 CHF | 100.00% | 100.00% |
22/04/2024 | 4.64% | 0.24 CHF | 0.25 CHF | 210,000 | 200,000 | 225,633 | 195,829 | 49,445 CHF | 45,207 CHF | 100.00% | 100.00% |
19/04/2024 | 7.41% | 0.12 CHF | 0.14 CHF | 420,000 | 200,000 | 390,000 | 200,000 | 50,700 CHF | 28,000 CHF | 0.48% | 100.00% |