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 | - | 1.42 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.44% |
07/05/2024 | - | 1.47 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
06/05/2024 | - | 1.38 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
03/05/2024 | - | 1.35 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.43% |
02/05/2024 | - | 1.24 CHF | 1.16 CHF | 225,000 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
30/04/2024 | 0.78% | 1.19 CHF | 1.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 382,385 CHF | 128,462 CHF | 79.06% | 98.93% |
29/04/2024 | 0.80% | 1.18 CHF | 1.19 CHF | 300,000 | 100,000 | 299,198 | 99,733 | 373,075 CHF | 125,356 CHF | 99.24% | 99.24% |
26/04/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 345,417 CHF | 116,139 CHF | 99.47% | 99.47% |
25/04/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 282,033 CHF | 95,011 CHF | 99.19% | 99.19% |
24/04/2024 | 0.83% | 1.11 CHF | 1.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 359,735 CHF | 120,912 CHF | 99.49% | 99.49% |