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 | 17.50% | 0.03 CHF | 0.04 CHF | 800'000 | 800'000 | 308'207 | 308'207 | 15'531 CHF | 18'626 CHF | 97.14% | 98.20% |
13.05.2024 | 12.59% | 0.09 CHF | 0.10 CHF | 780'000 | 780'000 | 352'519 | 352'519 | 27'842 CHF | 31'383 CHF | 99.49% | 99.49% |
10.05.2024 | 16.61% | 0.05 CHF | 0.06 CHF | 800'000 | 800'000 | 353'627 | 353'627 | 19'881 CHF | 23'434 CHF | 100.00% | 100.00% |
08.05.2024 | 22.73% | 0.04 CHF | 0.05 CHF | 800'000 | 800'000 | 377'089 | 377'089 | 15'405 CHF | 19'195 CHF | 99.15% | 99.15% |
07.05.2024 | 18.47% | 0.05 CHF | 0.06 CHF | 800'000 | 800'000 | 353'353 | 353'353 | 17'446 CHF | 20'998 CHF | 99.99% | 99.99% |
06.05.2024 | 14.57% | 0.06 CHF | 0.07 CHF | 800'000 | 800'000 | 353'628 | 353'628 | 22'767 CHF | 26'319 CHF | 100.00% | 100.00% |
03.05.2024 | 14.99% | 0.06 CHF | 0.07 CHF | 800'000 | 800'000 | 353'980 | 353'980 | 21'943 CHF | 25'498 CHF | 99.68% | 99.68% |
02.05.2024 | 22.51% | 0.05 CHF | 0.06 CHF | 800'000 | 800'000 | 382'764 | 382'764 | 15'862 CHF | 19'707 CHF | 100.00% | 100.00% |
30.04.2024 | 31.65% | 0.03 CHF | 0.04 CHF | 880'000 | 880'000 | 383'582 | 383'582 | 10'282 CHF | 14'135 CHF | 99.99% | 99.99% |
29.04.2024 | 29.55% | 0.03 CHF | 0.04 CHF | 880'000 | 880'000 | 356'712 | 356'712 | 10'394 CHF | 13'979 CHF | 99.81% | 99.81% |