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 | - | 1.78 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.45% |
07/05/2024 | - | 1.83 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.56% |
06/05/2024 | - | 1.74 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.35% |
03/05/2024 | - | 1.71 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.42% |
02/05/2024 | - | 1.60 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
30/04/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 347,945 CHF | 116,732 CHF | 3.44% | 99.28% |
29/04/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 346,973 CHF | 116,408 CHF | 18.94% | 99.24% |
26/04/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 334,884 CHF | 112,378 CHF | 99.40% | 99.40% |
25/04/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 377,446 CHF | 126,815 CHF | 99.41% | 99.41% |
24/04/2024 | 0.65% | 1.44 CHF | 1.45 CHF | 300,000 | 100,000 | 237,091 | 79,030 | 362,985 CHF | 121,785 CHF | 99.46% | 99.46% |