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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
15/05/2024 | 24.58% | 0.01 CHF | 0.01 CHF | 400,000 | 400,000 | 122,279 | 122,279 | 4,525 CHF | 5,756 CHF | 80.20% | 80.24% |
14/05/2024 | 22.58% | 0.04 CHF | 0.05 CHF | 390,000 | 390,000 | 174,808 | 174,808 | 6,812 CHF | 8,564 CHF | 100.00% | 100.00% |
13/05/2024 | 20.11% | 0.05 CHF | 0.06 CHF | 390,000 | 390,000 | 174,733 | 174,733 | 8,236 CHF | 9,987 CHF | 100.00% | 100.00% |
10/05/2024 | 18.68% | 0.05 CHF | 0.06 CHF | 390,000 | 390,000 | 174,830 | 174,830 | 8,547 CHF | 10,299 CHF | 99.88% | 99.88% |
08/05/2024 | 22.16% | 0.05 CHF | 0.06 CHF | 390,000 | 390,000 | 129,009 | 129,009 | 5,798 CHF | 7,090 CHF | 97.46% | 97.46% |
07/05/2024 | 12.26% | 0.05 CHF | 0.06 CHF | 395,000 | 395,000 | 169,867 | 169,867 | 10,813 CHF | 12,515 CHF | 58.24% | 98.87% |
06/05/2024 | - | 0.22 CHF | - CHF | 360,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03/05/2024 | - | 0.17 CHF | - CHF | 365,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
02/05/2024 | - | 0.15 CHF | - CHF | 365,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |