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 | 22.77% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 287'600 | 287'600 | 12'574 CHF | 15'535 CHF | 100.00% | 100.00% |
14.05.2024 | 25.63% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 226'631 | 226'631 | 11'299 CHF | 14'296 CHF | 100.00% | 100.00% |
13.05.2024 | 18.97% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 299'446 | 299'446 | 14'377 CHF | 17'375 CHF | 100.00% | 100.00% |
10.05.2024 | 16.79% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 299'447 | 299'447 | 16'440 CHF | 19'438 CHF | 100.00% | 100.00% |
08.05.2024 | 13.97% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 297'089 | 297'089 | 20'253 CHF | 23'251 CHF | 93.33% | 93.33% |
07.05.2024 | 12.78% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 299'128 | 299'128 | 22'103 CHF | 25'101 CHF | 99.44% | 99.44% |
06.05.2024 | 10.21% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 299'448 | 299'448 | 28'036 CHF | 31'034 CHF | 100.00% | 100.00% |
03.05.2024 | 9.68% | 0.12 CHF | 0.13 CHF | 300'000 | 300'000 | 263'570 | 263'570 | 37'786 CHF | 40'665 CHF | 99.98% | 99.98% |
02.05.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 299'445 | 299'445 | 64'325 CHF | 67'323 CHF | 99.27% | 99.27% |
30.04.2024 | 5.50% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 299'450 | 299'450 | 53'237 CHF | 56'235 CHF | 99.99% | 99.99% |