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 | 22.14% | 0.04 CHF | 0.05 CHF | 60'000 | 60'000 | 60'521 | 60'521 | 2'642 CHF | 3'299 CHF | 100.00% | 100.00% |
16.05.2024 | 26.82% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 69'634 | 69'634 | 2'656 CHF | 3'463 CHF | 100.00% | 100.00% |
15.05.2024 | 25.31% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 69'532 | 69'532 | 2'595 CHF | 3'343 CHF | 100.00% | 100.00% |
14.05.2024 | 23.04% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 69'601 | 69'601 | 2'805 CHF | 3'528 CHF | 100.00% | 100.00% |
13.05.2024 | 31.08% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 66'875 | 66'875 | 2'403 CHF | 3'252 CHF | 100.00% | 100.00% |
10.05.2024 | 21.66% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 69'192 | 69'192 | 2'910 CHF | 3'610 CHF | 100.00% | 100.00% |
08.05.2024 | 21.65% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 69'333 | 69'333 | 2'906 CHF | 3'606 CHF | 99.24% | 99.24% |
07.05.2024 | 21.49% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 69'554 | 69'554 | 2'927 CHF | 3'627 CHF | 98.30% | 98.30% |
06.05.2024 | 19.35% | 0.04 CHF | 0.05 CHF | 70'000 | 70'000 | 69'967 | 69'967 | 3'271 CHF | 3'971 CHF | 100.00% | 100.00% |
03.05.2024 | 17.22% | 0.05 CHF | 0.06 CHF | 70'000 | 70'000 | 67'850 | 67'850 | 3'621 CHF | 4'302 CHF | 100.00% | 100.00% |