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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 15.16% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'322 CHF | 7'107 CHF | 100.00% | 100.00% |
16.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'000 CHF | 7'000 CHF | 87.32% | 87.32% |
15.05.2024 | 17.92% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 299'256 | 99'752 | 15'406 CHF | 6'140 CHF | 97.11% | 97.11% |
14.05.2024 | 17.21% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 16'043 CHF | 6'348 CHF | 98.56% | 98.56% |
13.05.2024 | 16.34% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 16'974 CHF | 6'658 CHF | 96.49% | 96.49% |
10.05.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 17'657 CHF | 6'886 CHF | 98.02% | 98.02% |
08.05.2024 | 19.47% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 14'095 CHF | 5'698 CHF | 99.74% | 99.74% |
07.05.2024 | 23.05% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 299'541 | 99'885 | 11'591 CHF | 4'864 CHF | 90.72% | 90.72% |
06.05.2024 | 21.23% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 299'316 | 99'829 | 12'737 CHF | 5'248 CHF | 91.36% | 97.92% |
03.05.2024 | 22.14% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 12'058 CHF | 5'019 CHF | 97.84% | 97.84% |