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 | 26.86% | 0.05 CHF | 0.07 CHF | 163'339 | 20'000 | 158'372 | 20'000 | 9'332 CHF | 1'547 CHF | 99.32% | 99.32% |
15.05.2024 | 28.51% | 0.05 CHF | 0.07 CHF | 178'180 | 20'000 | 183'246 | 19'858 | 9'727 CHF | 1'407 CHF | 96.35% | 96.35% |
14.05.2024 | 26.98% | 0.07 CHF | 0.08 CHF | 159'735 | 20'000 | 190'174 | 20'000 | 9'736 CHF | 1'352 CHF | 99.98% | 99.98% |
13.05.2024 | 27.85% | 0.05 CHF | 0.07 CHF | 202'996 | 20'000 | 175'251 | 20'000 | 10'062 CHF | 1'527 CHF | 100.00% | 100.00% |
10.05.2024 | 25.78% | 0.06 CHF | 0.08 CHF | 183'351 | 20'000 | 168'679 | 20'000 | 10'591 CHF | 1'627 CHF | 100.00% | 100.00% |
08.05.2024 | 30.61% | 0.06 CHF | 0.07 CHF | 189'279 | 20'000 | 204'512 | 20'000 | 9'954 CHF | 1'327 CHF | 100.00% | 100.00% |
07.05.2024 | 44.46% | 0.05 CHF | 0.06 CHF | 219'811 | 20'000 | 252'523 | 20'000 | 8'233 CHF | 1'021 CHF | 96.44% | 96.44% |
06.05.2024 | 45.11% | 0.03 CHF | 0.05 CHF | 255'381 | 20'000 | 274'241 | 20'000 | 8'552 CHF | 987 CHF | 100.00% | 100.00% |
03.05.2024 | 42.77% | 0.03 CHF | 0.05 CHF | 264'864 | 20'000 | 266'972 | 20'000 | 8'835 CHF | 1'030 CHF | 98.63% | 98.63% |
02.05.2024 | 35.76% | 0.03 CHF | 0.05 CHF | 268'843 | 20'000 | 265'587 | 20'000 | 9'862 CHF | 1'064 CHF | 99.12% | 99.12% |