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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | - | 0.86 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.15% |
08/05/2024 | - | 0.85 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.05% |
07/05/2024 | - | 0.85 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.71% |
06/05/2024 | - | 0.83 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.85% |
03/05/2024 | - | 0.79 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.40% |
02/05/2024 | - | 0.73 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.16% |
30/04/2024 | - | 0.73 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.13% |
29/04/2024 | - | 0.76 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.91% |
26/04/2024 | - | 0.84 CHF | 0.77 CHF | 450,000 | 150,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |
25/04/2024 | 1.31% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,412 CHF | 115,304 CHF | 98.92% | 98.92% |