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 | 42.52% | 0.02 CHF | 0.04 CHF | 30'000 | 30'000 | 29'928 | 29'928 | 675 CHF | 1'035 CHF | 100.00% | 100.00% |
14.05.2024 | 58.37% | 0.01 CHF | 0.02 CHF | 30'000 | 30'000 | 29'962 | 29'962 | 444 CHF | 804 CHF | 99.96% | 99.96% |
13.05.2024 | 70.92% | 0.02 CHF | 0.03 CHF | 30'000 | 30'000 | 29'516 | 29'516 | 370 CHF | 739 CHF | 100.00% | 100.00% |
10.05.2024 | 129.94% | 0.00 CHF | 0.02 CHF | 30'000 | 30'000 | 29'823 | 29'823 | 129 CHF | 599 CHF | 91.94% | 100.00% |
08.05.2024 | 139.40% | 0.00 CHF | 0.02 CHF | 30'000 | 30'000 | 32'495 | 32'495 | 118 CHF | 650 CHF | 99.25% | 99.25% |
07.05.2024 | 144.75% | 0.00 CHF | 0.02 CHF | 40'000 | 40'000 | 39'942 | 39'942 | 130 CHF | 800 CHF | 97.37% | 97.37% |
06.05.2024 | 127.12% | 0.01 CHF | 0.02 CHF | 40'000 | 40'000 | 39'975 | 39'975 | 179 CHF | 800 CHF | 100.00% | 100.00% |
03.05.2024 | 112.63% | 0.00 CHF | 0.02 CHF | 40'000 | 40'000 | 39'259 | 39'259 | 225 CHF | 793 CHF | 100.00% | 100.00% |
02.05.2024 | 119.89% | 0.01 CHF | 0.02 CHF | 40'000 | 40'000 | 39'958 | 39'958 | 202 CHF | 800 CHF | 100.00% | 100.00% |
30.04.2024 | 107.72% | 0.01 CHF | 0.02 CHF | 4'000 | 4'000 | 37'255 | 37'255 | 224 CHF | 745 CHF | 100.00% | 100.00% |