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 | 12.94% | 0.09 CHF | 0.10 CHF | 30'000 | 30'000 | 29'945 | 29'945 | 2'616 CHF | 2'976 CHF | 99.99% | 99.99% |
14.05.2024 | 16.26% | 0.06 CHF | 0.08 CHF | 30'000 | 30'000 | 29'983 | 29'983 | 2'039 CHF | 2'399 CHF | 99.98% | 99.98% |
13.05.2024 | 18.77% | 0.07 CHF | 0.08 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 1'801 CHF | 2'161 CHF | 100.00% | 100.00% |
10.05.2024 | 37.63% | 0.03 CHF | 0.05 CHF | 30'000 | 30'000 | 29'999 | 29'999 | 867 CHF | 1'227 CHF | 100.00% | 100.00% |
08.05.2024 | 60.49% | 0.01 CHF | 0.02 CHF | 30'000 | 30'000 | 32'449 | 32'449 | 379 CHF | 705 CHF | 99.25% | 99.25% |
07.05.2024 | 89.31% | 0.01 CHF | 0.02 CHF | 40'000 | 40'000 | 39'931 | 39'931 | 309 CHF | 799 CHF | 97.36% | 97.36% |
06.05.2024 | 44.42% | 0.02 CHF | 0.03 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 704 CHF | 1'104 CHF | 100.00% | 100.00% |
03.05.2024 | 42.60% | 0.02 CHF | 0.03 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 747 CHF | 1'147 CHF | 99.97% | 99.97% |
02.05.2024 | 45.38% | 0.02 CHF | 0.03 CHF | 40'000 | 40'000 | 39'966 | 39'966 | 685 CHF | 1'085 CHF | 100.00% | 100.00% |
30.04.2024 | 35.89% | 0.02 CHF | 0.03 CHF | 40'000 | 40'000 | 39'981 | 39'981 | 916 CHF | 1'316 CHF | 100.00% | 100.00% |