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 | 11.06% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 100'005 | 100'005 | 9'085 CHF | 10'086 CHF | 100.00% | 100.00% |
13.05.2024 | 49.73% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 1'671 CHF | 2'771 CHF | 99.83% | 99.83% |
10.05.2024 | 80.85% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 936 CHF | 2'200 CHF | 100.00% | 100.00% |
08.05.2024 | 85.31% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 885 CHF | 2'200 CHF | 98.93% | 98.93% |
07.05.2024 | 85.01% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 109'832 | 109'832 | 889 CHF | 2'200 CHF | 99.88% | 99.88% |
06.05.2024 | 87.15% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 110'354 | 110'354 | 868 CHF | 2'207 CHF | 100.00% | 100.00% |
03.05.2024 | 112.94% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 118'566 | 118'566 | 665 CHF | 2'371 CHF | 100.00% | 100.00% |
02.05.2024 | 119.45% | 0.00 CHF | 0.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 610 CHF | 2'400 CHF | 98.17% | 98.17% |
30.04.2024 | 104.95% | 0.00 CHF | 0.02 CHF | 120'000 | 120'000 | 119'962 | 119'962 | 752 CHF | 2'400 CHF | 100.00% | 100.00% |
29.04.2024 | 71.29% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 110'160 | 110'160 | 1'048 CHF | 2'203 CHF | 100.00% | 100.00% |