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 | 26.22% | 0.01 CHF | 0.02 CHF | 800'000 | 800'000 | 308'220 | 308'220 | 10'146 CHF | 13'241 CHF | 97.14% | 98.20% |
13.05.2024 | 17.39% | 0.06 CHF | 0.07 CHF | 780'000 | 780'000 | 352'515 | 352'515 | 19'648 CHF | 23'189 CHF | 99.49% | 99.49% |
10.05.2024 | 23.18% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 353'625 | 353'625 | 13'730 CHF | 17'283 CHF | 100.00% | 100.00% |
08.05.2024 | 33.18% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 377'089 | 377'089 | 9'902 CHF | 13'692 CHF | 99.15% | 99.15% |
07.05.2024 | 26.38% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 353'359 | 353'359 | 11'613 CHF | 15'165 CHF | 99.99% | 99.99% |
06.05.2024 | 20.37% | 0.05 CHF | 0.06 CHF | 800'000 | 800'000 | 353'627 | 353'627 | 15'741 CHF | 19'293 CHF | 100.00% | 100.00% |
03.05.2024 | 20.95% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 354'073 | 354'073 | 15'170 CHF | 18'727 CHF | 99.71% | 99.71% |
02.05.2024 | 32.56% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 382'804 | 382'804 | 10'373 CHF | 14'219 CHF | 100.00% | 100.00% |
30.04.2024 | 48.61% | 0.02 CHF | 0.03 CHF | 880'000 | 880'000 | 383'557 | 383'557 | 6'085 CHF | 9'938 CHF | 100.00% | 100.00% |
29.04.2024 | 44.67% | 0.02 CHF | 0.03 CHF | 880'000 | 880'000 | 356'741 | 356'741 | 6'204 CHF | 9'790 CHF | 99.81% | 99.81% |