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 | 33.44% | 0.03 CHF | 0.04 CHF | 320'000 | 320'000 | 319'337 | 319'337 | 7'988 CHF | 11'187 CHF | 100.00% | 100.00% |
15.05.2024 | 47.74% | 0.02 CHF | 0.03 CHF | 330'000 | 330'000 | 329'413 | 329'413 | 5'268 CHF | 8'568 CHF | 100.00% | 100.00% |
14.05.2024 | 52.91% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 337'655 | 337'655 | 4'706 CHF | 8'087 CHF | 99.99% | 99.99% |
13.05.2024 | 46.94% | 0.02 CHF | 0.03 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 5'388 CHF | 8'688 CHF | 99.45% | 99.45% |
10.05.2024 | 48.70% | 0.02 CHF | 0.03 CHF | 330'000 | 330'000 | 329'930 | 329'930 | 5'146 CHF | 8'446 CHF | 100.00% | 100.00% |
08.05.2024 | 58.82% | 0.01 CHF | 0.02 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 4'080 CHF | 7'480 CHF | 98.62% | 98.62% |
07.05.2024 | 60.91% | 0.01 CHF | 0.02 CHF | 340'000 | 340'000 | 339'432 | 339'432 | 3'902 CHF | 7'302 CHF | 99.96% | 99.96% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 340'000 | 340'000 | 340'571 | 340'571 | 3'406 CHF | 6'811 CHF | 100.00% | 100.00% |
03.05.2024 | 68.71% | 0.01 CHF | 0.02 CHF | 350'000 | 350'000 | 348'973 | 348'973 | 3'415 CHF | 6'979 CHF | 100.00% | 100.00% |
02.05.2024 | 51.13% | 0.01 CHF | 0.02 CHF | 350'000 | 350'000 | 342'909 | 342'909 | 5'039 CHF | 8'468 CHF | 98.52% | 98.52% |