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 | 17.40% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 79'857 | 79'857 | 4'205 CHF | 5'005 CHF | 100.00% | 100.00% |
14.05.2024 | 18.25% | 0.05 CHF | 0.06 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 3'985 CHF | 4'785 CHF | 99.97% | 99.97% |
13.05.2024 | 16.82% | 0.05 CHF | 0.06 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 4'369 CHF | 5'169 CHF | 100.00% | 100.00% |
10.05.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 3'991 CHF | 4'791 CHF | 100.00% | 100.00% |
08.05.2024 | 20.23% | 0.04 CHF | 0.05 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 3'561 CHF | 4'361 CHF | 99.08% | 99.08% |
07.05.2024 | 20.89% | 0.05 CHF | 0.06 CHF | 80'000 | 80'000 | 79'890 | 79'890 | 3'541 CHF | 4'341 CHF | 99.94% | 99.94% |
06.05.2024 | 26.42% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'631 CHF | 3'431 CHF | 100.00% | 100.00% |
03.05.2024 | 25.05% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'797 CHF | 3'597 CHF | 99.99% | 99.99% |
02.05.2024 | 28.06% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'456 CHF | 3'256 CHF | 99.99% | 99.99% |
30.04.2024 | 34.29% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'939 CHF | 2'739 CHF | 100.00% | 100.00% |