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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 4.76% | 0.20 CHF | 0.21 CHF | 40'000 | 40'000 | 39'977 | 39'977 | 8'218 CHF | 8'618 CHF | 99.76% | 99.76% |
13.05.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'486 CHF | 9'986 CHF | 99.58% | 99.58% |
10.05.2024 | 8.09% | 0.13 CHF | 0.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 7'282 CHF | 7'882 CHF | 99.70% | 99.70% |
08.05.2024 | 15.14% | 0.06 CHF | 0.07 CHF | 60'000 | 60'000 | 62'500 | 62'500 | 3'835 CHF | 4'460 CHF | 99.11% | 99.11% |
07.05.2024 | 22.76% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 69'880 | 69'880 | 2'748 CHF | 3'448 CHF | 97.36% | 97.36% |
06.05.2024 | 15.07% | 0.07 CHF | 0.08 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 4'301 CHF | 5'001 CHF | 100.00% | 100.00% |
03.05.2024 | 15.09% | 0.06 CHF | 0.07 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 4'296 CHF | 4'996 CHF | 99.99% | 99.99% |
02.05.2024 | 16.10% | 0.05 CHF | 0.06 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 4'005 CHF | 4'705 CHF | 100.00% | 100.00% |
30.04.2024 | 12.90% | 0.07 CHF | 0.08 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 5'083 CHF | 5'783 CHF | 100.00% | 100.00% |
29.04.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 4'826 CHF | 5'526 CHF | 99.99% | 99.99% |