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 | 22.10% | 0.04 CHF | 0.05 CHF | 320'000 | 320'000 | 319'537 | 319'537 | 12'903 CHF | 16'103 CHF | 100.00% | 100.00% |
15.05.2024 | 24.76% | 0.04 CHF | 0.05 CHF | 320'000 | 320'000 | 319'414 | 319'414 | 11'367 CHF | 14'567 CHF | 100.00% | 100.00% |
14.05.2024 | 23.22% | 0.04 CHF | 0.05 CHF | 320'000 | 320'000 | 319'816 | 319'816 | 12'194 CHF | 15'394 CHF | 99.99% | 99.99% |
13.05.2024 | 22.59% | 0.04 CHF | 0.05 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 12'580 CHF | 15'780 CHF | 100.00% | 100.00% |
10.05.2024 | 22.28% | 0.04 CHF | 0.05 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 12'772 CHF | 15'972 CHF | 100.00% | 100.00% |
08.05.2024 | 25.57% | 0.04 CHF | 0.05 CHF | 320'000 | 320'000 | 326'857 | 326'857 | 11'177 CHF | 14'445 CHF | 99.24% | 99.24% |
07.05.2024 | 31.45% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 329'636 | 329'636 | 8'860 CHF | 12'161 CHF | 97.37% | 97.37% |
06.05.2024 | 28.15% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 10'094 CHF | 13'394 CHF | 100.00% | 100.00% |
03.05.2024 | 28.32% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 10'009 CHF | 13'309 CHF | 100.00% | 100.00% |
02.05.2024 | 28.28% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 10'029 CHF | 13'329 CHF | 100.00% | 100.00% |