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 | - | 0.28 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.51% |
15/05/2024 | - | 0.31 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.24% |
14/05/2024 | - | 0.52 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
13/05/2024 | - | 0.55 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.07% |
10/05/2024 | - | 0.57 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.50% |
08/05/2024 | 3.14% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 74,762 | 74,762 | 40,995 CHF | 42,055 CHF | 99.50% | 99.50% |
07/05/2024 | 3.41% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 75,264 | 75,264 | 40,442 CHF | 41,507 CHF | 98.28% | 98.28% |
06/05/2024 | 2.61% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 37,547 | 37,547 | 22,900 CHF | 23,431 CHF | 98.25% | 98.25% |
03/05/2024 | 1.75% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 18,627 | 18,627 | 17,310 CHF | 17,574 CHF | 99.04% | 99.04% |
02/05/2024 | 2.49% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 18,807 | 18,807 | 26,804 CHF | 27,336 CHF | 98.11% | 98.11% |