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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
07/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
06/05/2024 | - | 1.11 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 41.02% |
03/05/2024 | 1.04% | 1.04 CHF | 1.06 CHF | 100,000 | 100,000 | 60,715 | 47,959 | 58,049 CHF | 46,458 CHF | 80.35% | 98.46% |
02/05/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 68,625 | 57,689 | 63,746 CHF | 54,095 CHF | 99.34% | 99.34% |
30/04/2024 | 1.01% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 63,182 | 56,679 | 62,225 CHF | 56,300 CHF | 97.02% | 97.02% |
29/04/2024 | 0.93% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 60,842 | 57,751 | 64,692 CHF | 61,799 CHF | 98.67% | 98.67% |
26/04/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,375 CHF | 68,875 CHF | 13.52% | 13.52% |
25/04/2024 | 1.00% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 61,440 | 57,436 | 60,458 CHF | 56,880 CHF | 98.35% | 98.35% |
24/04/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 61,067 | 58,500 | 71,569 CHF | 69,109 CHF | 97.26% | 97.26% |