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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 36.62% | 0.02 CHF | 0.03 CHF | 160'000 | 160'000 | 160'053 | 160'053 | 3'589 CHF | 5'190 CHF | 100.00% | 100.00% |
22.05.2024 | 31.78% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 4'242 CHF | 5'842 CHF | 100.00% | 100.00% |
21.05.2024 | 28.04% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 159'887 | 159'887 | 4'920 CHF | 6'520 CHF | 99.31% | 99.31% |
17.05.2024 | 24.27% | 0.04 CHF | 0.05 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 5'801 CHF | 7'401 CHF | 100.00% | 100.00% |
16.05.2024 | 27.28% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 159'772 | 159'772 | 5'076 CHF | 6'676 CHF | 100.00% | 100.00% |
15.05.2024 | 31.80% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 159'705 | 159'705 | 4'257 CHF | 5'857 CHF | 100.00% | 100.00% |
14.05.2024 | 29.91% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 159'908 | 159'908 | 4'554 CHF | 6'154 CHF | 100.00% | 100.00% |
13.05.2024 | 28.81% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 4'764 CHF | 6'364 CHF | 100.00% | 100.00% |
10.05.2024 | 27.99% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 4'922 CHF | 6'522 CHF | 100.00% | 100.00% |
08.05.2024 | 31.33% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 166'856 | 166'856 | 4'515 CHF | 6'184 CHF | 99.24% | 99.24% |