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 | - | 0.86 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.87% |
15/05/2024 | - | 0.71 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.99% |
14/05/2024 | 1.77% | 0.60 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 335,627 CHF | 113,876 CHF | 7.82% | 98.47% |
13/05/2024 | - | 0.62 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.49% |
10/05/2024 | - | 0.60 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.06% |
08/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 374,074 CHF | 126,691 CHF | 22.52% | 98.11% |
07/05/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 415,371 CHF | 140,457 CHF | 3.02% | 97.54% |
06/05/2024 | 1.58% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 376,669 CHF | 127,556 CHF | 56.76% | 97.90% |
03/05/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 315,212 CHF | 107,071 CHF | 96.19% | 96.19% |
02/05/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 308,300 CHF | 104,767 CHF | 96.70% | 96.70% |