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 | - | 4.21 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
15/05/2024 | - | 4.13 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.10% |
14/05/2024 | - | 3.80 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.58% |
13/05/2024 | - | 3.77 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.58% |
10/05/2024 | - | 3.74 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.74% |
08/05/2024 | - | 3.79 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.00% |
07/05/2024 | - | 3.80 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.41% |
06/05/2024 | - | 3.89 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.89% |
03/05/2024 | - | 3.55 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.30% |
02/05/2024 | 0.31% | 3.36 CHF | 3.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 735,946 CHF | 246,065 CHF | 3.49% | 98.15% |