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 | 48.37% | 0.01 CHF | 0.02 CHF | 760'000 | 760'000 | 375'624 | 375'624 | 6'064 CHF | 9'847 CHF | 100.00% | 100.00% |
15.05.2024 | 52.68% | 0.02 CHF | 0.03 CHF | 760'000 | 760'000 | 372'844 | 372'844 | 5'752 CHF | 9'513 CHF | 100.00% | 100.00% |
14.05.2024 | 41.68% | 0.01 CHF | 0.02 CHF | 740'000 | 740'000 | 381'985 | 381'985 | 7'184 CHF | 11'021 CHF | 100.00% | 100.00% |
13.05.2024 | 34.04% | 0.02 CHF | 0.03 CHF | 760'000 | 760'000 | 386'136 | 386'136 | 9'263 CHF | 13'142 CHF | 99.86% | 99.86% |
10.05.2024 | 35.34% | 0.03 CHF | 0.04 CHF | 790'000 | 790'000 | 376'496 | 376'496 | 9'714 CHF | 13'497 CHF | 100.00% | 100.00% |
08.05.2024 | 33.00% | 0.03 CHF | 0.04 CHF | 760'000 | 760'000 | 374'038 | 374'038 | 10'320 CHF | 14'080 CHF | 96.52% | 96.52% |
07.05.2024 | 43.45% | 0.02 CHF | 0.03 CHF | 740'000 | 740'000 | 361'147 | 361'147 | 6'886 CHF | 10'514 CHF | 97.38% | 97.38% |
06.05.2024 | 41.86% | 0.02 CHF | 0.03 CHF | 730'000 | 730'000 | 361'977 | 361'977 | 6'776 CHF | 10'410 CHF | 98.41% | 98.41% |
03.05.2024 | 32.93% | 0.03 CHF | 0.04 CHF | 750'000 | 750'000 | 363'078 | 363'078 | 9'214 CHF | 12'861 CHF | 99.98% | 99.98% |
02.05.2024 | 32.98% | 0.03 CHF | 0.04 CHF | 730'000 | 730'000 | 358'769 | 358'769 | 10'113 CHF | 13'717 CHF | 100.00% | 100.00% |