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 | 23.56% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 149'805 | 149'805 | 5'626 CHF | 7'126 CHF | 100.00% | 100.00% |
15.05.2024 | 17.51% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 144'075 | 144'075 | 8'632 CHF | 10'113 CHF | 100.00% | 100.00% |
14.05.2024 | 12.41% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 11'346 CHF | 12'846 CHF | 100.00% | 100.00% |
13.05.2024 | 13.46% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 10'405 CHF | 11'905 CHF | 100.00% | 100.00% |
10.05.2024 | 12.24% | 0.08 CHF | 0.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 11'512 CHF | 13'012 CHF | 100.00% | 100.00% |
08.05.2024 | 8.79% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 148'864 | 148'864 | 16'460 CHF | 17'960 CHF | 99.67% | 99.67% |
07.05.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 149'960 | 149'960 | 17'450 CHF | 18'950 CHF | 99.75% | 99.75% |
06.05.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 22'531 CHF | 24'031 CHF | 100.00% | 100.00% |
03.05.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 32'195 CHF | 33'695 CHF | 99.96% | 99.96% |
02.05.2024 | 3.37% | 0.28 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 43'784 CHF | 45'284 CHF | 99.41% | 99.41% |