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 | 29.91% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 299'574 | 299'574 | 8'558 CHF | 11'558 CHF | 100.00% | 100.00% |
15.05.2024 | 20.70% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 299'455 | 299'455 | 13'068 CHF | 16'068 CHF | 99.83% | 99.83% |
14.05.2024 | 16.93% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 16'333 CHF | 19'333 CHF | 99.89% | 99.89% |
13.05.2024 | 15.61% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 17'752 CHF | 20'752 CHF | 99.45% | 99.45% |
10.05.2024 | 19.39% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 14'024 CHF | 17'024 CHF | 99.99% | 99.99% |
08.05.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 26'886 CHF | 29'886 CHF | 99.29% | 99.29% |
07.05.2024 | 9.83% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 29'061 CHF | 32'061 CHF | 100.00% | 100.00% |
06.05.2024 | 10.13% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 28'195 CHF | 31'195 CHF | 100.00% | 100.00% |
03.05.2024 | 7.35% | 0.14 CHF | 0.15 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 39'447 CHF | 42'447 CHF | 98.17% | 98.17% |
02.05.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 39'177 CHF | 42'177 CHF | 100.00% | 100.00% |