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 | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.50% |
15/05/2024 | - | 0.95 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.23% |
14/05/2024 | - | 0.66 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.45% |
13/05/2024 | - | 0.63 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.07% |
10/05/2024 | 2.88% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 37,006 | 37,006 | 23,046 CHF | 23,573 CHF | 98.41% | 98.41% |
08/05/2024 | 2.70% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 37,376 | 37,376 | 25,087 CHF | 25,617 CHF | 99.49% | 99.49% |
07/05/2024 | 2.44% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 37,632 | 37,632 | 25,791 CHF | 26,323 CHF | 98.28% | 98.28% |
06/05/2024 | 2.74% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 37,547 | 37,547 | 26,375 CHF | 26,906 CHF | 98.25% | 98.25% |
03/05/2024 | 3.60% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 74,729 | 74,729 | 39,377 CHF | 40,438 CHF | 99.54% | 99.54% |
02/05/2024 | 4.45% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 75,245 | 75,245 | 29,522 CHF | 30,586 CHF | 98.14% | 98.14% |