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 | 34.57% | 0.03 CHF | 0.04 CHF | 780'000 | 780'000 | 352'521 | 352'521 | 8'925 CHF | 12'467 CHF | 99.49% | 99.49% |
10.05.2024 | 45.06% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 353'626 | 353'626 | 6'098 CHF | 9'650 CHF | 100.00% | 100.00% |
08.05.2024 | 71.56% | 0.01 CHF | 0.02 CHF | 800'000 | 800'000 | 377'071 | 377'071 | 3'691 CHF | 7'640 CHF | 99.14% | 99.14% |
07.05.2024 | 54.52% | 0.01 CHF | 0.02 CHF | 800'000 | 800'000 | 353'361 | 353'361 | 4'693 CHF | 8'245 CHF | 99.99% | 99.99% |
06.05.2024 | 40.15% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 353'628 | 353'628 | 7'022 CHF | 10'574 CHF | 100.00% | 100.00% |
03.05.2024 | 41.13% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 354'072 | 354'072 | 6'746 CHF | 10'303 CHF | 99.71% | 99.71% |
02.05.2024 | 71.95% | 0.01 CHF | 0.02 CHF | 800'000 | 800'000 | 382'761 | 382'761 | 3'864 CHF | 7'950 CHF | 100.00% | 100.00% |
30.04.2024 | 109.91% | 0.01 CHF | 0.02 CHF | 880'000 | 880'000 | 383'556 | 383'556 | 2'264 CHF | 7'697 CHF | 100.00% | 100.00% |
29.04.2024 | 108.60% | 0.01 CHF | 0.02 CHF | 880'000 | 880'000 | 356'711 | 356'711 | 2'133 CHF | 7'159 CHF | 99.81% | 99.81% |
26.04.2024 | 108.89% | 0.01 CHF | 0.02 CHF | 880'000 | 880'000 | 391'463 | 391'463 | 2'318 CHF | 7'853 CHF | 99.34% | 99.34% |