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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 103.68% | 0.01 CHF | 0.03 CHF | 70'000 | 14'000 | 76'614 | 15'323 | 714 CHF | 450 CHF | 100.00% | 100.00% |
10.05.2024 | 112.56% | 0.01 CHF | 0.03 CHF | 80'000 | 16'000 | 70'474 | 14'095 | 552 CHF | 392 CHF | 100.00% | 100.00% |
08.05.2024 | 122.14% | 0.01 CHF | 0.03 CHF | 8'000 | 1'600 | 62'433 | 12'487 | 398 CHF | 329 CHF | 99.14% | 99.14% |
07.05.2024 | 106.69% | 0.01 CHF | 0.03 CHF | 80'000 | 16'000 | 79'361 | 15'872 | 704 CHF | 461 CHF | 98.75% | 98.75% |
06.05.2024 | 101.09% | 0.01 CHF | 0.03 CHF | 80'000 | 16'000 | 78'515 | 15'703 | 785 CHF | 478 CHF | 100.00% | 100.00% |
03.05.2024 | 97.02% | 0.01 CHF | 0.03 CHF | 80'000 | 16'000 | 78'170 | 15'634 | 876 CHF | 503 CHF | 100.00% | 100.00% |
02.05.2024 | 85.58% | 0.01 CHF | 0.04 CHF | 80'000 | 16'000 | 75'827 | 15'165 | 1'066 CHF | 532 CHF | 100.00% | 100.00% |
30.04.2024 | 78.88% | 0.02 CHF | 0.04 CHF | 70'000 | 14'000 | 70'068 | 14'014 | 1'186 CHF | 546 CHF | 98.78% | 98.78% |
29.04.2024 | 74.18% | 0.02 CHF | 0.04 CHF | 80'000 | 16'000 | 79'822 | 15'964 | 1'510 CHF | 652 CHF | 100.00% | 100.00% |
26.04.2024 | 61.20% | 0.03 CHF | 0.05 CHF | 70'000 | 14'000 | 70'000 | 14'000 | 1'825 CHF | 687 CHF | 99.44% | 99.44% |