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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | - | 1.08 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.65% |
24/05/2024 | - | 1.03 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.76% |
23/05/2024 | - | 0.91 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.44% |
22/05/2024 | - | 0.98 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.76% |
21/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 534,274 CHF | 180,091 CHF | 3.68% | 96.24% |
17/05/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 412,458 CHF | 139,486 CHF | 98.19% | 98.19% |
16/05/2024 | 1.20% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 498,914 CHF | 168,305 CHF | 98.73% | 98.73% |
15/05/2024 | 1.39% | 0.78 CHF | 0.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 430,476 CHF | 145,492 CHF | 98.07% | 98.07% |
14/05/2024 | 1.62% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 608,348 | 202,783 | 372,617 CHF | 126,233 CHF | 97.94% | 97.94% |
13/05/2024 | 1.42% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 419,678 CHF | 141,893 CHF | 98.62% | 98.62% |