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 | 53.90% | 0.02 CHF | 0.03 CHF | 940'000 | 940'000 | 471'451 | 471'451 | 6'506 CHF | 11'253 CHF | 100.00% | 100.00% |
15.05.2024 | 42.78% | 0.02 CHF | 0.03 CHF | 950'000 | 950'000 | 461'069 | 461'069 | 8'415 CHF | 13'066 CHF | 100.00% | 100.00% |
14.05.2024 | 55.74% | 0.02 CHF | 0.03 CHF | 920'000 | 920'000 | 469'400 | 469'400 | 7'029 CHF | 11'744 CHF | 100.00% | 100.00% |
13.05.2024 | 64.37% | 0.01 CHF | 0.02 CHF | 950'000 | 950'000 | 479'977 | 479'977 | 5'699 CHF | 10'521 CHF | 99.86% | 99.86% |
10.05.2024 | 55.11% | 0.01 CHF | 0.02 CHF | 980'000 | 980'000 | 468'435 | 468'435 | 6'083 CHF | 10'789 CHF | 100.00% | 100.00% |
08.05.2024 | 40.41% | 0.02 CHF | 0.03 CHF | 950'000 | 950'000 | 463'519 | 463'519 | 9'117 CHF | 13'776 CHF | 96.51% | 96.51% |
07.05.2024 | 22.36% | 0.03 CHF | 0.04 CHF | 920'000 | 920'000 | 448'804 | 448'804 | 17'527 CHF | 22'039 CHF | 97.41% | 97.41% |
06.05.2024 | 18.75% | 0.05 CHF | 0.06 CHF | 910'000 | 910'000 | 451'576 | 451'576 | 23'060 CHF | 27'594 CHF | 98.41% | 98.41% |
03.05.2024 | 20.25% | 0.04 CHF | 0.05 CHF | 930'000 | 930'000 | 449'039 | 449'039 | 20'886 CHF | 25'396 CHF | 99.97% | 99.97% |
02.05.2024 | 15.94% | 0.05 CHF | 0.06 CHF | 910'000 | 910'000 | 444'823 | 444'823 | 25'208 CHF | 29'676 CHF | 100.00% | 100.00% |