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 | 72.65% | 0.02 CHF | 0.04 CHF | 50'000 | 50'000 | 49'695 | 49'695 | 885 CHF | 1'888 CHF | 100.00% | 100.00% |
10.05.2024 | 32.11% | 0.03 CHF | 0.04 CHF | 50'000 | 50'000 | 49'248 | 49'248 | 1'824 CHF | 2'514 CHF | 100.00% | 100.00% |
08.05.2024 | 38.04% | 0.03 CHF | 0.04 CHF | 50'000 | 50'000 | 46'795 | 46'795 | 1'393 CHF | 2'048 CHF | 99.06% | 99.06% |
07.05.2024 | 28.47% | 0.04 CHF | 0.05 CHF | 50'000 | 50'000 | 49'117 | 49'117 | 2'075 CHF | 2'763 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.03 CHF | 0.05 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 34.40% | 0.03 CHF | 0.04 CHF | 50'000 | 50'000 | 49'682 | 49'682 | 1'684 CHF | 2'380 CHF | 99.99% | 99.99% |
02.05.2024 | 31.78% | 0.04 CHF | 0.05 CHF | 50'000 | 50'000 | 49'695 | 49'695 | 1'846 CHF | 2'542 CHF | 100.00% | 100.00% |
30.04.2024 | 23.23% | 0.04 CHF | 0.06 CHF | 50'000 | 50'000 | 49'695 | 49'695 | 2'653 CHF | 3'349 CHF | 100.00% | 100.00% |
29.04.2024 | 22.49% | 0.05 CHF | 0.07 CHF | 50'000 | 50'000 | 49'686 | 49'686 | 2'754 CHF | 3'449 CHF | 100.00% | 100.00% |
26.04.2024 | 20.53% | 0.06 CHF | 0.08 CHF | 50'000 | 50'000 | 49'694 | 49'694 | 3'051 CHF | 3'747 CHF | 99.61% | 99.61% |