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 | 19.65% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 41'736 CHF | 16'912 CHF | 99.17% | 99.17% |
15.05.2024 | 26.41% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 30'063 CHF | 13'021 CHF | 99.37% | 99.37% |
14.05.2024 | 31.73% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 24'511 CHF | 11'170 CHF | 99.16% | 99.16% |
13.05.2024 | 28.58% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 26'990 CHF | 11'997 CHF | 98.57% | 98.57% |
10.05.2024 | 26.93% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 29'321 CHF | 12'774 CHF | 99.17% | 99.17% |
08.05.2024 | 22.06% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 36'399 CHF | 15'133 CHF | 99.17% | 99.17% |
07.05.2024 | 27.06% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 29'139 CHF | 12'713 CHF | 97.93% | 97.93% |
06.05.2024 | 28.46% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'159 CHF | 12'053 CHF | 99.17% | 99.17% |
03.05.2024 | 27.28% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 28'834 CHF | 12'611 CHF | 99.16% | 99.16% |
02.05.2024 | 17.92% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 47'167 CHF | 18'722 CHF | 99.15% | 99.15% |