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 | 45.36% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 98'906 | 98'906 | 1'717 CHF | 2'708 CHF | 100.00% | 100.00% |
13.05.2024 | 46.90% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 99'600 | 99'600 | 1'654 CHF | 2'651 CHF | 100.00% | 100.00% |
10.05.2024 | 36.45% | 0.02 CHF | 0.03 CHF | 110'000 | 110'000 | 98'809 | 98'809 | 2'271 CHF | 3'260 CHF | 100.00% | 100.00% |
08.05.2024 | 28.96% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 98'962 | 98'962 | 2'986 CHF | 3'977 CHF | 99.15% | 99.15% |
07.05.2024 | 26.24% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 98'911 | 98'911 | 3'341 CHF | 4'332 CHF | 99.86% | 99.86% |
06.05.2024 | 27.30% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 98'994 | 98'994 | 3'196 CHF | 4'187 CHF | 100.00% | 100.00% |
03.05.2024 | 28.42% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 103'429 | 103'429 | 3'176 CHF | 4'211 CHF | 99.99% | 99.99% |
02.05.2024 | 25.52% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 102'418 | 102'418 | 3'561 CHF | 4'586 CHF | 100.00% | 100.00% |
30.04.2024 | 18.70% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 98'941 | 98'941 | 4'903 CHF | 5'894 CHF | 99.99% | 99.99% |
29.04.2024 | 20.06% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 99'440 | 99'440 | 4'568 CHF | 5'563 CHF | 100.00% | 100.00% |