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 | 8.70% | 0.12 CHF | 0.13 CHF | 60'000 | 60'000 | 59'889 | 59'889 | 6'637 CHF | 7'237 CHF | 99.77% | 99.77% |
14.05.2024 | 11.23% | 0.08 CHF | 0.09 CHF | 60'000 | 60'000 | 59'966 | 59'966 | 5'052 CHF | 5'652 CHF | 99.73% | 99.73% |
13.05.2024 | 12.68% | 0.09 CHF | 0.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'535 CHF | 5'135 CHF | 99.46% | 99.46% |
10.05.2024 | 23.38% | 0.05 CHF | 0.06 CHF | 60'000 | 60'000 | 59'991 | 59'991 | 2'419 CHF | 3'019 CHF | 99.49% | 99.49% |
08.05.2024 | 53.22% | 0.01 CHF | 0.02 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 875 CHF | 1'501 CHF | 95.04% | 95.04% |
07.05.2024 | 83.00% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 69'879 | 69'879 | 582 CHF | 1'400 CHF | 97.33% | 97.33% |
06.05.2024 | 44.16% | 0.02 CHF | 0.03 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 1'240 CHF | 1'940 CHF | 100.00% | 100.00% |
03.05.2024 | 43.75% | 0.02 CHF | 0.03 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 1'255 CHF | 1'955 CHF | 99.98% | 99.98% |
02.05.2024 | 47.85% | 0.01 CHF | 0.02 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 1'117 CHF | 1'817 CHF | 100.00% | 100.00% |
30.04.2024 | 35.34% | 0.02 CHF | 0.03 CHF | 70'000 | 70'000 | 69'964 | 69'964 | 1'635 CHF | 2'335 CHF | 100.00% | 100.00% |