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 | 44.47% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 105'745 | 105'745 | 1'849 CHF | 2'912 CHF | 100.00% | 100.00% |
14.05.2024 | 43.32% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 105'021 | 105'021 | 1'933 CHF | 2'987 CHF | 99.99% | 99.99% |
13.05.2024 | 54.59% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 104'766 | 104'766 | 1'563 CHF | 2'615 CHF | 100.00% | 100.00% |
10.05.2024 | 53.41% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 108'458 | 108'458 | 1'524 CHF | 2'613 CHF | 100.00% | 100.00% |
08.05.2024 | 45.25% | 0.01 CHF | 0.02 CHF | 220'000 | 220'000 | 106'140 | 106'140 | 1'799 CHF | 2'865 CHF | 98.80% | 98.80% |
07.05.2024 | 37.65% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 106'917 | 106'917 | 2'360 CHF | 3'434 CHF | 98.26% | 98.26% |
06.05.2024 | 35.33% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 106'500 | 106'500 | 2'536 CHF | 3'605 CHF | 100.00% | 100.00% |
03.05.2024 | 35.88% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 98'481 | 98'481 | 2'281 CHF | 3'270 CHF | 99.98% | 99.98% |
02.05.2024 | 34.07% | 0.02 CHF | 0.03 CHF | 220'000 | 220'000 | 106'378 | 106'378 | 2'574 CHF | 3'642 CHF | 99.99% | 99.99% |
30.04.2024 | 26.45% | 0.03 CHF | 0.04 CHF | 210'000 | 210'000 | 105'695 | 105'695 | 3'490 CHF | 4'551 CHF | 99.27% | 99.27% |