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 | 24.94% | 0.04 CHF | 0.05 CHF | 260'000 | 260'000 | 257'798 | 257'798 | 9'085 CHF | 11'666 CHF | 100.00% | 100.00% |
15.05.2024 | 25.44% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 256'806 | 256'806 | 8'857 CHF | 11'430 CHF | 100.00% | 100.00% |
14.05.2024 | 23.15% | 0.04 CHF | 0.05 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 9'945 CHF | 12'545 CHF | 100.00% | 100.00% |
13.05.2024 | 23.72% | 0.04 CHF | 0.05 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 9'666 CHF | 12'266 CHF | 100.00% | 100.00% |
10.05.2024 | 21.93% | 0.04 CHF | 0.05 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 10'566 CHF | 13'166 CHF | 100.00% | 100.00% |
08.05.2024 | 19.20% | 0.05 CHF | 0.06 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 12'247 CHF | 14'847 CHF | 99.25% | 99.25% |
07.05.2024 | 17.18% | 0.05 CHF | 0.06 CHF | 260'000 | 260'000 | 259'785 | 259'785 | 13'857 CHF | 16'457 CHF | 100.00% | 100.00% |
06.05.2024 | 16.60% | 0.05 CHF | 0.06 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 14'363 CHF | 16'963 CHF | 100.00% | 100.00% |
03.05.2024 | 15.30% | 0.06 CHF | 0.07 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 15'709 CHF | 18'309 CHF | 100.00% | 100.00% |
02.05.2024 | 14.97% | 0.06 CHF | 0.07 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 16'069 CHF | 18'669 CHF | 100.00% | 100.00% |