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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 95.74% | 0.01 CHF | 0.03 CHF | 70'000 | 14'000 | 69'868 | 13'974 | 831 CHF | 470 CHF | 100.00% | 100.00% |
14.05.2024 | 95.56% | 0.01 CHF | 0.04 CHF | 70'000 | 14'000 | 71'142 | 14'228 | 855 CHF | 484 CHF | 100.00% | 100.00% |
13.05.2024 | 98.54% | 0.01 CHF | 0.04 CHF | 70'000 | 14'000 | 76'618 | 15'324 | 847 CHF | 496 CHF | 100.00% | 100.00% |
10.05.2024 | 114.08% | 0.01 CHF | 0.03 CHF | 80'000 | 16'000 | 73'891 | 14'778 | 588 CHF | 428 CHF | 100.00% | 100.00% |
08.05.2024 | 124.04% | 0.01 CHF | 0.03 CHF | 8'000 | 1'600 | 63'304 | 12'661 | 402 CHF | 343 CHF | 99.15% | 99.15% |
07.05.2024 | 106.29% | 0.01 CHF | 0.03 CHF | 80'000 | 16'000 | 79'354 | 15'871 | 744 CHF | 485 CHF | 98.75% | 98.75% |
06.05.2024 | 96.53% | 0.01 CHF | 0.03 CHF | 80'000 | 16'000 | 78'516 | 15'703 | 927 CHF | 531 CHF | 100.00% | 100.00% |
03.05.2024 | 93.41% | 0.01 CHF | 0.03 CHF | 80'000 | 16'000 | 79'521 | 15'904 | 1'005 CHF | 552 CHF | 99.99% | 99.99% |
02.05.2024 | 80.26% | 0.02 CHF | 0.04 CHF | 80'000 | 16'000 | 76'842 | 15'368 | 1'312 CHF | 614 CHF | 100.00% | 100.00% |
30.04.2024 | 72.30% | 0.02 CHF | 0.04 CHF | 70'000 | 14'000 | 70'068 | 14'014 | 1'447 CHF | 617 CHF | 98.78% | 98.78% |