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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 11.35% | 0.07 CHF | 0.08 CHF | 230'000 | 230'000 | 226'909 | 226'909 | 19'825 CHF | 22'107 CHF | 100.00% | 100.00% |
14.05.2024 | 11.39% | 0.11 CHF | 0.12 CHF | 220'000 | 220'000 | 227'618 | 227'618 | 19'927 CHF | 22'207 CHF | 100.00% | 100.00% |
13.05.2024 | 17.61% | 0.06 CHF | 0.07 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 12'485 CHF | 14'885 CHF | 100.00% | 100.00% |
10.05.2024 | 16.46% | 0.05 CHF | 0.06 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 13'393 CHF | 15'793 CHF | 100.00% | 100.00% |
08.05.2024 | 15.66% | 0.06 CHF | 0.07 CHF | 240'000 | 240'000 | 239'945 | 239'945 | 14'133 CHF | 16'533 CHF | 99.06% | 99.06% |
07.05.2024 | 16.83% | 0.06 CHF | 0.07 CHF | 240'000 | 240'000 | 239'689 | 239'689 | 13'097 CHF | 15'497 CHF | 99.66% | 99.66% |
06.05.2024 | 19.23% | 0.05 CHF | 0.06 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 11'308 CHF | 13'708 CHF | 100.00% | 100.00% |
03.05.2024 | 18.90% | 0.04 CHF | 0.05 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 11'503 CHF | 13'903 CHF | 99.99% | 99.99% |
02.05.2024 | 18.39% | 0.05 CHF | 0.06 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 11'862 CHF | 14'262 CHF | 100.00% | 100.00% |
30.04.2024 | 20.08% | 0.04 CHF | 0.05 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 10'755 CHF | 13'155 CHF | 100.00% | 100.00% |