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 | 35.50% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 144'073 | 144'073 | 3'755 CHF | 5'236 CHF | 100.00% | 100.00% |
14.05.2024 | 40.89% | 0.02 CHF | 0.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 2'923 CHF | 4'423 CHF | 100.00% | 100.00% |
13.05.2024 | 120.46% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'251 CHF | 3'946 CHF | 100.00% | 100.00% |
10.05.2024 | 121.98% | 0.00 CHF | 0.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 879 CHF | 3'625 CHF | 100.00% | 100.00% |
08.05.2024 | 120.70% | 0.01 CHF | 0.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 932 CHF | 3'750 CHF | 99.67% | 99.67% |
07.05.2024 | 77.77% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 149'935 | 149'935 | 1'613 CHF | 3'651 CHF | 99.75% | 99.75% |
06.05.2024 | 138.23% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 661 CHF | 3'600 CHF | 100.00% | 100.00% |
03.05.2024 | 160.28% | 0.00 CHF | 0.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 406 CHF | 3'646 CHF | 100.00% | 100.00% |
02.05.2024 | 170.16% | 0.00 CHF | 0.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 302 CHF | 3'750 CHF | 99.49% | 99.49% |
30.04.2024 | 89.91% | 0.01 CHF | 0.03 CHF | 150'000 | 150'000 | 149'923 | 149'923 | 1'427 CHF | 3'749 CHF | 100.00% | 100.00% |