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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 15.48% | 0.06 CHF | 0.07 CHF | 60'000 | 60'000 | 59'965 | 59'965 | 3'585 CHF | 4'185 CHF | 100.00% | 100.00% |
13.05.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 5'571 CHF | 6'171 CHF | 100.00% | 100.00% |
10.05.2024 | 8.99% | 0.11 CHF | 0.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'388 CHF | 6'988 CHF | 100.00% | 100.00% |
08.05.2024 | 13.82% | 0.08 CHF | 0.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'086 CHF | 4'686 CHF | 99.09% | 99.09% |
07.05.2024 | 19.00% | 0.06 CHF | 0.07 CHF | 60'000 | 60'000 | 59'865 | 59'865 | 2'883 CHF | 3'483 CHF | 100.00% | 100.00% |
06.05.2024 | 23.70% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'243 CHF | 2'843 CHF | 100.00% | 100.00% |
03.05.2024 | 27.38% | 0.03 CHF | 0.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'916 CHF | 2'516 CHF | 99.98% | 99.98% |
02.05.2024 | 26.71% | 0.03 CHF | 0.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'956 CHF | 2'556 CHF | 100.00% | 100.00% |
30.04.2024 | 21.15% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'543 CHF | 3'143 CHF | 100.00% | 100.00% |
29.04.2024 | 18.36% | 0.05 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'974 CHF | 3'574 CHF | 100.00% | 100.00% |