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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 37.63% | 0.04 CHF | 0.06 CHF | 478'637 | 50'000 | 466'774 | 49'495 | 18'628 CHF | 2'895 CHF | 98.90% | 98.90% |
14.05.2024 | 40.00% | 0.04 CHF | 0.06 CHF | 434'127 | 50'000 | 434'127 | 50'000 | 17'365 CHF | 3'000 CHF | 100.00% | 100.00% |
13.05.2024 | 37.07% | 0.04 CHF | 0.06 CHF | 477'259 | 50'000 | 446'691 | 50'000 | 17'868 CHF | 2'918 CHF | 100.00% | 100.00% |
10.05.2024 | 39.48% | 0.04 CHF | 0.06 CHF | 425'881 | 50'000 | 425'967 | 50'000 | 17'141 CHF | 3'000 CHF | 100.00% | 100.00% |
08.05.2024 | 27.98% | 0.04 CHF | 0.06 CHF | 435'298 | 50'000 | 429'473 | 50'000 | 19'518 CHF | 3'000 CHF | 98.83% | 98.83% |
07.05.2024 | 25.16% | 0.05 CHF | 0.06 CHF | 434'746 | 50'000 | 464'191 | 50'000 | 20'618 CHF | 2'871 CHF | 96.43% | 96.43% |
06.05.2024 | 38.40% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 499'919 | 50'000 | 17'086 CHF | 2'500 CHF | 100.00% | 100.00% |
03.05.2024 | 24.64% | 0.04 CHF | 0.05 CHF | 477'817 | 50'000 | 482'558 | 50'000 | 19'302 CHF | 2'568 CHF | 97.93% | 97.93% |
02.05.2024 | 35.80% | 0.04 CHF | 0.05 CHF | 485'921 | 50'000 | 494'362 | 50'000 | 17'631 CHF | 2'547 CHF | 99.40% | 99.40% |
30.04.2024 | 33.87% | 0.04 CHF | 0.05 CHF | 493'155 | 50'000 | 472'976 | 50'000 | 19'930 CHF | 2'962 CHF | 99.99% | 99.99% |