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 | - | 1.36 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.51% |
15/05/2024 | - | 1.47 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
14/05/2024 | - | 2.17 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.51% |
13/05/2024 | - | 2.26 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.09% |
10/05/2024 | 1.50% | 2.33 CHF | 2.35 CHF | 30,000 | 30,000 | 10,953 | 10,953 | 26,023 CHF | 26,337 CHF | 31.20% | 98.51% |
08/05/2024 | 1.54% | 2.29 CHF | 2.31 CHF | 50,000 | 50,000 | 18,688 | 18,688 | 42,116 CHF | 42,646 CHF | 99.49% | 99.49% |
07/05/2024 | 1.65% | 2.24 CHF | 2.26 CHF | 50,000 | 50,000 | 18,815 | 18,815 | 41,675 CHF | 42,208 CHF | 98.29% | 98.29% |
06/05/2024 | 2.04% | 2.13 CHF | 2.16 CHF | 30,000 | 30,000 | 11,264 | 11,264 | 26,992 CHF | 27,471 CHF | 98.26% | 98.26% |
03/05/2024 | 1.50% | 3.20 CHF | 3.23 CHF | 30,000 | 30,000 | 11,199 | 11,199 | 36,946 CHF | 37,423 CHF | 99.48% | 99.48% |
02/05/2024 | 1.93% | 4.28 CHF | 4.33 CHF | 20,000 | 20,000 | 20,000 | 7,523 | 91,247 CHF | 35,039 CHF | 98.12% | 98.12% |