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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | - | 1.25 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.82% |
15/05/2024 | - | 1.10 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.98% |
14/05/2024 | 1.03% | 1.00 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 579,519 CHF | 195,173 CHF | 56.60% | 98.35% |
13/05/2024 | - | 1.02 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.48% |
10/05/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 594,514 CHF | 200,171 CHF | 2.18% | 95.76% |
08/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 611,250 CHF | 205,750 CHF | 20.55% | 98.08% |
07/05/2024 | 0.95% | 1.09 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 631,395 CHF | 212,465 CHF | 40.61% | 97.45% |
06/05/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 599,876 | 200,000 | 611,794 CHF | 205,972 CHF | 54.00% | 97.92% |
03/05/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 549,757 CHF | 185,252 CHF | 95.87% | 95.87% |
02/05/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 540,800 CHF | 182,267 CHF | 98.34% | 98.34% |