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 | - | 1.04 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.73% |
15/05/2024 | - | 1.13 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.21% |
14/05/2024 | - | 1.04 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.25% |
13/05/2024 | - | 1.01 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.88% |
10/05/2024 | - | 1.03 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.42% |
08/05/2024 | - | 1.14 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.32% |
07/05/2024 | - | 1.25 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.44% |
06/05/2024 | - | 1.33 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.87% |
03/05/2024 | - | 1.22 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.68% |
02/05/2024 | 0.84% | 1.27 CHF | 1.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 709,711 CHF | 238,570 CHF | 46.82% | 98.64% |