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 | 76.99% | 0.02 CHF | 0.06 CHF | 60'000 | 60'000 | 59'893 | 59'893 | 1'555 CHF | 3'478 CHF | 100.00% | 100.00% |
14.05.2024 | 73.09% | 0.03 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'619 CHF | 3'480 CHF | 99.82% | 99.82% |
13.05.2024 | 49.50% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'555 CHF | 4'235 CHF | 100.00% | 100.00% |
10.05.2024 | 51.81% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'406 CHF | 4'086 CHF | 100.00% | 100.00% |
08.05.2024 | 43.06% | 0.05 CHF | 0.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'063 CHF | 4'743 CHF | 99.77% | 99.77% |
07.05.2024 | 44.78% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 59'962 | 59'962 | 2'990 CHF | 4'670 CHF | 98.43% | 98.43% |
06.05.2024 | 32.92% | 0.07 CHF | 0.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'269 CHF | 5'949 CHF | 100.00% | 100.00% |
03.05.2024 | 24.10% | 0.10 CHF | 0.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'139 CHF | 7'819 CHF | 99.89% | 99.89% |
02.05.2024 | 25.92% | 0.10 CHF | 0.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 5'656 CHF | 7'336 CHF | 99.67% | 99.67% |
30.04.2024 | 22.09% | 0.12 CHF | 0.15 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'767 CHF | 8'447 CHF | 100.00% | 100.00% |