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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | - | 1.80 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.66% |
14/05/2024 | - | 1.83 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.67% |
13/05/2024 | - | 1.73 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.66% |
10/05/2024 | 0.79% | 1.70 CHF | 1.81 CHF | 50,000 | 10,000 | 30,000 | 12,992 | 52,581 CHF | 23,007 CHF | 52.75% | 98.56% |
08/05/2024 | 0.73% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 42,172 | 20,273 | 69,943 CHF | 34,933 CHF | 99.67% | 99.67% |
07/05/2024 | 0.81% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 42,183 | 20,293 | 62,977 CHF | 30,823 CHF | 99.20% | 99.20% |
06/05/2024 | 0.97% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 48,441 | 20,273 | 60,540 CHF | 26,341 CHF | 99.66% | 99.66% |
03/05/2024 | 1.17% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 51,889 | 20,209 | 53,673 CHF | 21,961 CHF | 99.34% | 99.34% |
02/05/2024 | 1.38% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,443 | 20,245 | 52,971 CHF | 18,454 CHF | 99.66% | 99.66% |
30/04/2024 | 1.30% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 19,510 | 55,442 CHF | 18,086 CHF | 97.16% | 97.16% |