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 | 39.87% | 0.03 CHF | 0.04 CHF | 130'000 | 130'000 | 129'706 | 129'706 | 2'633 CHF | 3'931 CHF | 100.00% | 100.00% |
15.05.2024 | 54.62% | 0.01 CHF | 0.02 CHF | 140'000 | 140'000 | 139'359 | 139'359 | 1'872 CHF | 3'268 CHF | 100.00% | 100.00% |
14.05.2024 | 56.03% | 0.01 CHF | 0.02 CHF | 140'000 | 140'000 | 139'222 | 139'222 | 1'806 CHF | 3'200 CHF | 100.00% | 100.00% |
13.05.2024 | 47.43% | 0.02 CHF | 0.03 CHF | 140'000 | 140'000 | 139'609 | 139'609 | 2'275 CHF | 3'672 CHF | 100.00% | 100.00% |
10.05.2024 | 42.02% | 0.02 CHF | 0.03 CHF | 140'000 | 140'000 | 139'698 | 139'698 | 2'632 CHF | 4'029 CHF | 100.00% | 100.00% |
08.05.2024 | 43.88% | 0.02 CHF | 0.03 CHF | 140'000 | 140'000 | 139'963 | 139'963 | 2'509 CHF | 3'908 CHF | 99.09% | 99.09% |
07.05.2024 | 49.31% | 0.02 CHF | 0.03 CHF | 140'000 | 140'000 | 139'941 | 139'941 | 2'146 CHF | 3'546 CHF | 100.00% | 100.00% |
06.05.2024 | 56.40% | 0.01 CHF | 0.02 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 1'790 CHF | 3'190 CHF | 100.00% | 100.00% |
03.05.2024 | 58.76% | 0.01 CHF | 0.02 CHF | 140'000 | 140'000 | 139'833 | 139'833 | 1'683 CHF | 3'082 CHF | 100.00% | 100.00% |
02.05.2024 | 57.38% | 0.01 CHF | 0.02 CHF | 140'000 | 140'000 | 139'634 | 139'634 | 1'741 CHF | 3'137 CHF | 100.00% | 100.00% |