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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 13.17% | 0.07 CHF | 0.08 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 36'894 CHF | 42'094 CHF | 100.00% | 100.00% |
16.05.2024 | 21.89% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 599'134 | 599'134 | 24'826 CHF | 30'826 CHF | 99.64% | 99.64% |
15.05.2024 | 22.92% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 598'899 | 598'899 | 23'301 CHF | 29'301 CHF | 99.78% | 99.78% |
14.05.2024 | 23.82% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 22'285 CHF | 28'285 CHF | 100.00% | 100.00% |
13.05.2024 | 28.03% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 18'485 CHF | 24'485 CHF | 100.00% | 100.00% |
10.05.2024 | 28.48% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 18'094 CHF | 24'094 CHF | 97.09% | 97.09% |
08.05.2024 | 26.89% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 599'762 | 599'762 | 19'355 CHF | 25'355 CHF | 78.08% | 78.08% |
07.05.2024 | 24.02% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 599'349 | 599'349 | 22'109 CHF | 28'109 CHF | 93.28% | 93.28% |
06.05.2024 | 26.11% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 20'023 CHF | 26'023 CHF | 100.00% | 100.00% |
03.05.2024 | 26.16% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 19'967 CHF | 25'967 CHF | 98.78% | 98.78% |