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 | 20.71% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 79'437 | 79'437 | 3'570 CHF | 4'369 CHF | 100.00% | 100.00% |
15.05.2024 | 19.28% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 79'491 | 79'491 | 3'847 CHF | 4'647 CHF | 100.00% | 100.00% |
14.05.2024 | 18.86% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 79'615 | 79'615 | 3'960 CHF | 4'759 CHF | 100.00% | 100.00% |
13.05.2024 | 21.49% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 79'668 | 79'668 | 3'483 CHF | 4'283 CHF | 99.83% | 99.83% |
10.05.2024 | 40.78% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 79'620 | 79'620 | 2'413 CHF | 3'429 CHF | 100.00% | 100.00% |
08.05.2024 | 26.94% | 0.03 CHF | 0.04 CHF | 170'000 | 170'000 | 78'609 | 78'609 | 2'568 CHF | 3'391 CHF | 98.93% | 98.93% |
07.05.2024 | 25.66% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 79'684 | 79'684 | 2'800 CHF | 3'600 CHF | 99.74% | 99.74% |
06.05.2024 | 26.88% | 0.03 CHF | 0.04 CHF | 180'000 | 180'000 | 79'897 | 79'897 | 2'636 CHF | 3'453 CHF | 100.00% | 100.00% |
03.05.2024 | 25.56% | 0.04 CHF | 0.05 CHF | 180'000 | 180'000 | 80'487 | 80'487 | 2'941 CHF | 3'749 CHF | 99.99% | 99.99% |
02.05.2024 | 21.68% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 79'148 | 79'148 | 3'277 CHF | 4'072 CHF | 98.55% | 98.55% |