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 | 59.25% | 0.01 CHF | 0.02 CHF | 360'000 | 360'000 | 349'215 | 349'215 | 4'440 CHF | 7'947 CHF | 100.00% | 100.00% |
15.05.2024 | 41.51% | 0.02 CHF | 0.03 CHF | 350'000 | 350'000 | 346'480 | 346'480 | 6'787 CHF | 10'262 CHF | 100.00% | 100.00% |
14.05.2024 | 23.03% | 0.03 CHF | 0.04 CHF | 350'000 | 350'000 | 340'492 | 340'492 | 13'703 CHF | 17'113 CHF | 99.99% | 99.99% |
13.05.2024 | 21.20% | 0.05 CHF | 0.06 CHF | 350'000 | 350'000 | 346'475 | 346'475 | 14'876 CHF | 18'344 CHF | 99.83% | 99.83% |
10.05.2024 | 24.16% | 0.04 CHF | 0.05 CHF | 350'000 | 350'000 | 346'479 | 346'479 | 12'843 CHF | 16'312 CHF | 100.00% | 100.00% |
08.05.2024 | 32.35% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 356'255 | 356'255 | 9'436 CHF | 13'003 CHF | 98.93% | 98.93% |
07.05.2024 | 32.81% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 355'926 | 355'926 | 9'259 CHF | 12'827 CHF | 99.66% | 99.66% |
06.05.2024 | 32.35% | 0.02 CHF | 0.03 CHF | 370'000 | 370'000 | 360'168 | 360'168 | 9'496 CHF | 13'102 CHF | 100.00% | 100.00% |
03.05.2024 | 31.20% | 0.03 CHF | 0.04 CHF | 370'000 | 370'000 | 362'737 | 362'737 | 10'036 CHF | 13'667 CHF | 100.00% | 100.00% |
02.05.2024 | 24.36% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 356'325 | 356'325 | 13'107 CHF | 16'674 CHF | 98.55% | 98.55% |