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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 43.97% | 0.03 CHF | 0.05 CHF | 378'801 | 75'000 | 381'069 | 75'000 | 12'750 CHF | 3'908 CHF | 99.03% | 99.03% |
15.05.2024 | 40.84% | 0.05 CHF | 0.06 CHF | 326'752 | 75'000 | 382'542 | 74'496 | 13'839 CHF | 4'104 CHF | 98.90% | 98.90% |
14.05.2024 | 30.67% | 0.04 CHF | 0.05 CHF | 402'963 | 75'000 | 309'070 | 75'000 | 16'155 CHF | 5'422 CHF | 100.00% | 100.00% |
13.05.2024 | 22.13% | 0.07 CHF | 0.08 CHF | 277'402 | 75'000 | 277'854 | 75'000 | 18'375 CHF | 6'192 CHF | 99.99% | 99.99% |
10.05.2024 | 25.23% | 0.06 CHF | 0.07 CHF | 312'459 | 75'000 | 299'863 | 75'000 | 17'950 CHF | 5'795 CHF | 100.00% | 100.00% |
08.05.2024 | 24.43% | 0.06 CHF | 0.07 CHF | 315'063 | 75'000 | 311'835 | 75'000 | 18'631 CHF | 5'739 CHF | 98.83% | 98.83% |
07.05.2024 | 29.13% | 0.06 CHF | 0.07 CHF | 327'833 | 75'000 | 309'862 | 75'000 | 17'579 CHF | 5'714 CHF | 97.06% | 97.06% |
06.05.2024 | 24.83% | 0.06 CHF | 0.08 CHF | 293'003 | 75'000 | 291'109 | 75'000 | 18'249 CHF | 6'028 CHF | 100.00% | 100.00% |
03.05.2024 | 23.23% | 0.06 CHF | 0.07 CHF | 320'123 | 75'000 | 320'210 | 75'000 | 18'290 CHF | 5'414 CHF | 97.93% | 97.93% |
02.05.2024 | 34.23% | 0.04 CHF | 0.06 CHF | 413'589 | 75'000 | 410'213 | 75'000 | 15'722 CHF | 4'063 CHF | 99.40% | 99.40% |