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 | 62.69% | 0.02 CHF | 0.04 CHF | 75'000 | 75'000 | 76'118 | 75'000 | 1'414 CHF | 2'625 CHF | 98.70% | 98.70% |
15.05.2024 | 69.76% | 0.02 CHF | 0.03 CHF | 75'000 | 75'000 | 97'424 | 74'208 | 1'688 CHF | 2'449 CHF | 94.94% | 94.94% |
14.05.2024 | 109.06% | 0.01 CHF | 0.03 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 375 CHF | 1'275 CHF | 96.88% | 96.88% |
13.05.2024 | 54.89% | 0.02 CHF | 0.04 CHF | 225'000 | 75'000 | 129'853 | 75'000 | 2'593 CHF | 2'625 CHF | 95.94% | 95.94% |
10.05.2024 | 54.65% | 0.02 CHF | 0.04 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 4'509 CHF | 2'633 CHF | 80.90% | 80.90% |
08.05.2024 | 39.69% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 5'775 CHF | 2'836 CHF | 58.44% | 58.44% |
07.05.2024 | 52.43% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 201'634 | 71'631 | 4'286 CHF | 2'532 CHF | 98.12% | 98.12% |
06.05.2024 | 51.68% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 220'348 | 75'000 | 4'452 CHF | 2'568 CHF | 96.93% | 96.93% |
03.05.2024 | 51.58% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 4'535 CHF | 2'560 CHF | 95.83% | 95.83% |
02.05.2024 | 51.85% | 0.02 CHF | 0.03 CHF | 75'000 | 75'000 | 208'113 | 75'000 | 4'162 CHF | 2'550 CHF | 94.02% | 94.02% |