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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 32.51% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 353'624 | 353'624 | 9'239 CHF | 12'791 CHF | 100.00% | 100.00% |
08.05.2024 | 48.22% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 377'066 | 377'066 | 6'196 CHF | 9'986 CHF | 99.14% | 99.14% |
07.05.2024 | 38.00% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 353'361 | 353'361 | 7'453 CHF | 11'005 CHF | 99.99% | 99.99% |
06.05.2024 | 28.62% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 353'626 | 353'626 | 10'640 CHF | 14'193 CHF | 100.00% | 100.00% |
03.05.2024 | 29.43% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 354'051 | 354'051 | 10'215 CHF | 13'771 CHF | 99.71% | 99.71% |
02.05.2024 | 47.76% | 0.02 CHF | 0.03 CHF | 800'000 | 800'000 | 382'804 | 382'804 | 6'456 CHF | 10'301 CHF | 100.00% | 100.00% |
30.04.2024 | 82.97% | 0.01 CHF | 0.02 CHF | 880'000 | 880'000 | 383'553 | 383'553 | 3'157 CHF | 7'691 CHF | 100.00% | 100.00% |
29.04.2024 | 70.04% | 0.01 CHF | 0.02 CHF | 880'000 | 880'000 | 356'778 | 356'778 | 3'336 CHF | 7'157 CHF | 99.81% | 99.81% |
26.04.2024 | 70.66% | 0.01 CHF | 0.02 CHF | 880'000 | 880'000 | 391'464 | 391'464 | 3'623 CHF | 7'846 CHF | 99.34% | 99.34% |
25.04.2024 | 107.09% | 0.01 CHF | 0.02 CHF | 880'000 | 880'000 | 390'929 | 390'929 | 2'408 CHF | 7'843 CHF | 100.00% | 100.00% |