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 | 139.30% | 0.01 CHF | 0.06 CHF | 60'000 | 60'000 | 59'892 | 59'892 | 628 CHF | 3'479 CHF | 100.00% | 100.00% |
14.05.2024 | 135.12% | 0.01 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 675 CHF | 3'480 CHF | 99.82% | 99.82% |
13.05.2024 | 84.83% | 0.02 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'408 CHF | 3'480 CHF | 100.00% | 100.00% |
10.05.2024 | 94.27% | 0.02 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'252 CHF | 3'480 CHF | 100.00% | 100.00% |
08.05.2024 | 68.24% | 0.03 CHF | 0.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 1'716 CHF | 3'493 CHF | 99.77% | 99.77% |
07.05.2024 | 76.58% | 0.02 CHF | 0.06 CHF | 60'000 | 60'000 | 59'962 | 59'962 | 1'667 CHF | 3'658 CHF | 98.97% | 98.97% |
06.05.2024 | 48.79% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'608 CHF | 4'288 CHF | 100.00% | 100.00% |
03.05.2024 | 35.64% | 0.06 CHF | 0.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'880 CHF | 5'560 CHF | 99.90% | 99.90% |
02.05.2024 | 37.59% | 0.07 CHF | 0.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'643 CHF | 5'323 CHF | 99.60% | 99.60% |
30.04.2024 | 30.42% | 0.09 CHF | 0.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'683 CHF | 6'363 CHF | 100.00% | 100.00% |