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 | 14.50% | 0.16 CHF | 0.18 CHF | 90'000 | 90'000 | 89'752 | 89'752 | 9'677 CHF | 11'115 CHF | 99.97% | 99.97% |
14.05.2024 | 27.50% | 0.06 CHF | 0.08 CHF | 90'000 | 90'000 | 89'943 | 89'943 | 4'495 CHF | 5'875 CHF | 99.98% | 99.98% |
13.05.2024 | 37.47% | 0.03 CHF | 0.04 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 2'740 CHF | 4'000 CHF | 100.00% | 100.00% |
10.05.2024 | 36.07% | 0.03 CHF | 0.05 CHF | 90'000 | 90'000 | 90'450 | 90'450 | 2'906 CHF | 4'172 CHF | 100.00% | 100.00% |
08.05.2024 | 39.07% | 0.03 CHF | 0.04 CHF | 90'000 | 90'000 | 91'747 | 91'747 | 2'649 CHF | 3'934 CHF | 99.06% | 99.06% |
07.05.2024 | 47.44% | 0.03 CHF | 0.05 CHF | 90'000 | 90'000 | 98'282 | 98'282 | 2'243 CHF | 3'620 CHF | 99.67% | 99.67% |
06.05.2024 | 56.00% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'805 CHF | 3'205 CHF | 100.00% | 100.00% |
03.05.2024 | 40.83% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'752 CHF | 4'152 CHF | 99.98% | 99.98% |
02.05.2024 | 68.10% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'435 CHF | 2'835 CHF | 100.00% | 100.00% |
30.04.2024 | 65.36% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 99'948 | 99'948 | 1'446 CHF | 2'846 CHF | 100.00% | 100.00% |