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 | 24.65% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 298'975 | 298'975 | 10'724 CHF | 13'723 CHF | 98.48% | 98.48% |
15.05.2024 | 24.25% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 287'599 | 287'599 | 11'733 CHF | 14'693 CHF | 100.00% | 100.00% |
14.05.2024 | 28.65% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 226'629 | 226'629 | 9'930 CHF | 12'927 CHF | 100.00% | 100.00% |
13.05.2024 | 21.36% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 299'444 | 299'444 | 12'591 CHF | 15'589 CHF | 100.00% | 100.00% |
10.05.2024 | 20.49% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 299'444 | 299'444 | 13'188 CHF | 16'186 CHF | 100.00% | 100.00% |
08.05.2024 | 19.68% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 297'567 | 297'567 | 13'879 CHF | 16'877 CHF | 93.32% | 93.32% |
07.05.2024 | 19.60% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 299'132 | 299'132 | 13'867 CHF | 16'866 CHF | 99.99% | 99.99% |
06.05.2024 | 18.47% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 299'446 | 299'446 | 14'798 CHF | 17'796 CHF | 100.00% | 100.00% |
03.05.2024 | 21.50% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 263'522 | 263'522 | 15'012 CHF | 17'891 CHF | 100.00% | 100.00% |
02.05.2024 | 13.70% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 299'428 | 299'428 | 20'471 CHF | 23'469 CHF | 99.24% | 99.24% |