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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 67.34% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 468'139 | 200'000 | 8'445 CHF | 7'240 CHF | 100.00% | 100.00% |
07.05.2024 | 65.40% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 9'317 CHF | 7'347 CHF | 98.13% | 98.13% |
06.05.2024 | 92.02% | 0.01 CHF | 0.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'136 CHF | 5'762 CHF | 100.00% | 100.00% |
03.05.2024 | 88.29% | 0.01 CHF | 0.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'282 CHF | 5'882 CHF | 96.54% | 96.54% |
02.05.2024 | 75.84% | 0.01 CHF | 0.03 CHF | 200'000 | 200'000 | 200'723 | 200'000 | 3'019 CHF | 6'655 CHF | 92.16% | 92.16% |
30.04.2024 | 74.91% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 3'038 CHF | 6'673 CHF | 99.86% | 99.86% |
29.04.2024 | 69.05% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 406'462 | 200'000 | 7'109 CHF | 7'094 CHF | 99.89% | 99.89% |
26.04.2024 | 72.92% | 0.02 CHF | 0.04 CHF | 200'000 | 200'000 | 211'330 | 200'000 | 3'368 CHF | 6'808 CHF | 93.63% | 93.63% |
25.04.2024 | 72.19% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 240'576 | 200'000 | 3'968 CHF | 6'936 CHF | 99.35% | 99.35% |
24.04.2024 | 65.69% | 0.02 CHF | 0.04 CHF | 500'000 | 200'000 | 488'986 | 200'000 | 9'359 CHF | 7'541 CHF | 99.47% | 99.47% |