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 | 45.76% | 0.03 CHF | 0.05 CHF | 315'061 | 50'000 | 289'934 | 49'495 | 9'123 CHF | 2'470 CHF | 98.90% | 98.90% |
14.05.2024 | 44.01% | 0.03 CHF | 0.05 CHF | 280'257 | 50'000 | 278'168 | 50'000 | 8'928 CHF | 2'500 CHF | 100.00% | 100.00% |
13.05.2024 | 33.89% | 0.04 CHF | 0.05 CHF | 292'426 | 50'000 | 282'045 | 50'000 | 10'124 CHF | 2'512 CHF | 100.00% | 100.00% |
10.05.2024 | 29.48% | 0.04 CHF | 0.06 CHF | 280'890 | 50'000 | 276'739 | 50'000 | 11'070 CHF | 2'704 CHF | 100.00% | 100.00% |
08.05.2024 | 34.59% | 0.04 CHF | 0.05 CHF | 281'108 | 50'000 | 266'444 | 50'000 | 10'948 CHF | 2'919 CHF | 98.83% | 98.83% |
07.05.2024 | 38.33% | 0.04 CHF | 0.06 CHF | 296'245 | 50'000 | 309'458 | 50'000 | 11'452 CHF | 2'742 CHF | 96.43% | 96.43% |
06.05.2024 | 33.47% | 0.03 CHF | 0.04 CHF | 329'651 | 50'000 | 337'246 | 50'000 | 10'117 CHF | 2'114 CHF | 100.00% | 100.00% |
03.05.2024 | 46.99% | 0.03 CHF | 0.04 CHF | 344'892 | 50'000 | 315'567 | 50'000 | 9'482 CHF | 2'433 CHF | 97.93% | 97.93% |
02.05.2024 | 39.36% | 0.03 CHF | 0.05 CHF | 321'115 | 50'000 | 336'505 | 50'000 | 10'193 CHF | 2'271 CHF | 99.40% | 99.40% |
30.04.2024 | 38.09% | 0.03 CHF | 0.05 CHF | 320'128 | 50'000 | 324'858 | 50'000 | 12'529 CHF | 2'834 CHF | 98.06% | 98.06% |