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 | - | - |
22/05/2024 | 3.04% | 0.20 CHF | 0.21 CHF | 73,000 | 73,000 | 35,318 | 35,318 | 11,610 CHF | 11,964 CHF | 82.67% | 82.67% |
21/05/2024 | 4.44% | 0.40 CHF | 0.41 CHF | 79,000 | 79,000 | 43,977 | 43,977 | 17,490 CHF | 18,197 CHF | 98.84% | 98.84% |
17/05/2024 | 3.29% | 0.53 CHF | 0.54 CHF | 84,000 | 84,000 | 46,613 | 46,613 | 25,255 CHF | 26,004 CHF | 99.26% | 99.26% |
16/05/2024 | 3.08% | 0.55 CHF | 0.56 CHF | 85,000 | 85,000 | 47,463 | 47,463 | 27,226 CHF | 27,991 CHF | 100.00% | 100.00% |
15/05/2024 | 2.97% | 0.65 CHF | 0.66 CHF | 88,000 | 88,000 | 48,003 | 48,003 | 29,811 CHF | 30,581 CHF | 99.67% | 99.67% |
14/05/2024 | 2.77% | 0.60 CHF | 0.61 CHF | 86,000 | 86,000 | 48,027 | 48,027 | 30,074 CHF | 30,848 CHF | 100.00% | 100.00% |
13/05/2024 | 2.31% | 0.71 CHF | 0.72 CHF | 90,000 | 90,000 | 51,220 | 51,220 | 38,438 CHF | 39,266 CHF | 99.86% | 99.86% |
10/05/2024 | 2.50% | 0.76 CHF | 0.77 CHF | 93,000 | 93,000 | 50,219 | 50,219 | 36,178 CHF | 36,983 CHF | 99.84% | 99.84% |
08/05/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 91,000 | 91,000 | 50,223 | 50,223 | 36,658 CHF | 37,161 CHF | 98.19% | 98.19% |