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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 76.97% | 0.01 CHF | 0.02 CHF | 440'000 | 440'000 | 435'573 | 435'573 | 3'934 CHF | 8'750 CHF | 100.00% | 100.00% |
22.05.2024 | 66.94% | 0.01 CHF | 0.02 CHF | 440'000 | 440'000 | 435'573 | 435'573 | 4'388 CHF | 8'749 CHF | 100.00% | 100.00% |
21.05.2024 | 52.82% | 0.02 CHF | 0.03 CHF | 430'000 | 430'000 | 429'369 | 429'369 | 6'095 CHF | 10'403 CHF | 100.00% | 100.00% |
17.05.2024 | 33.13% | 0.02 CHF | 0.03 CHF | 430'000 | 430'000 | 425'617 | 425'617 | 10'899 CHF | 15'160 CHF | 100.00% | 100.00% |
16.05.2024 | 27.22% | 0.03 CHF | 0.04 CHF | 220'000 | 220'000 | 211'133 | 211'133 | 6'850 CHF | 8'967 CHF | 100.00% | 100.00% |
15.05.2024 | 11.75% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 197'179 | 197'179 | 16'586 CHF | 18'579 CHF | 100.00% | 100.00% |
14.05.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 210'000 | 210'000 | 207'887 | 207'887 | 21'401 CHF | 23'483 CHF | 99.97% | 99.97% |
13.05.2024 | 14.77% | 0.08 CHF | 0.09 CHF | 290'000 | 290'000 | 287'082 | 287'082 | 18'526 CHF | 21'400 CHF | 100.00% | 100.00% |
10.05.2024 | 18.68% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 296'983 | 296'983 | 14'692 CHF | 17'665 CHF | 100.00% | 100.00% |
08.05.2024 | 20.35% | 0.05 CHF | 0.06 CHF | 250'000 | 250'000 | 247'183 | 247'183 | 11'270 CHF | 13'745 CHF | 98.83% | 98.83% |