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 | 14.99% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 149'733 | 149'733 | 9'284 CHF | 10'784 CHF | 99.96% | 99.96% |
14.05.2024 | 16.56% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 8'317 CHF | 9'817 CHF | 99.94% | 99.94% |
13.05.2024 | 15.54% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 8'954 CHF | 10'454 CHF | 100.00% | 100.00% |
10.05.2024 | 18.39% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 151'954 | 151'954 | 7'523 CHF | 9'043 CHF | 100.00% | 100.00% |
08.05.2024 | 23.90% | 0.04 CHF | 0.05 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 5'924 CHF | 7'524 CHF | 99.08% | 99.08% |
07.05.2024 | 19.65% | 0.05 CHF | 0.06 CHF | 160'000 | 160'000 | 159'562 | 159'562 | 7'369 CHF | 8'966 CHF | 99.94% | 99.94% |
06.05.2024 | 24.43% | 0.04 CHF | 0.05 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 5'758 CHF | 7'358 CHF | 100.00% | 100.00% |
03.05.2024 | 24.50% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 5'751 CHF | 7'351 CHF | 99.99% | 99.99% |
02.05.2024 | 33.52% | 0.02 CHF | 0.03 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 4'002 CHF | 5'602 CHF | 100.00% | 100.00% |
30.04.2024 | 47.47% | 0.02 CHF | 0.03 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 2'581 CHF | 4'181 CHF | 99.99% | 99.99% |