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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | - | 1.08 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.09% |
10/05/2024 | - | 1.12 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.74% |
08/05/2024 | - | 1.15 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.39% |
07/05/2024 | - | 1.09 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.48% |
06/05/2024 | - | 1.01 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.88% |
03/05/2024 | - | 0.93 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.60% |
02/05/2024 | 1.22% | 0.84 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,049 CHF | 123,516 CHF | 11.64% | 98.77% |
30/04/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 349,301 CHF | 117,934 CHF | 96.19% | 98.75% |
29/04/2024 | 1.18% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 379,128 CHF | 127,876 CHF | 85.89% | 98.74% |
26/04/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 404,280 CHF | 136,260 CHF | 90.10% | 96.80% |