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 | 6.61% | 0.35 CHF | 0.38 CHF | 60'000 | 60'000 | 59'917 | 59'917 | 21'972 CHF | 23'472 CHF | 100.00% | 100.00% |
15.05.2024 | 7.64% | 0.37 CHF | 0.40 CHF | 80'000 | 80'000 | 79'820 | 79'820 | 25'443 CHF | 27'442 CHF | 100.00% | 100.00% |
14.05.2024 | 9.67% | 0.27 CHF | 0.29 CHF | 80'000 | 80'000 | 79'955 | 79'955 | 18'524 CHF | 20'403 CHF | 99.98% | 99.98% |
13.05.2024 | 9.27% | 0.24 CHF | 0.26 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 20'620 CHF | 22'620 CHF | 99.83% | 99.83% |
10.05.2024 | 8.86% | 0.26 CHF | 0.28 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 21'619 CHF | 23'619 CHF | 100.00% | 100.00% |
08.05.2024 | 9.08% | 0.26 CHF | 0.28 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 21'148 CHF | 23'148 CHF | 98.93% | 98.93% |
07.05.2024 | 9.87% | 0.23 CHF | 0.26 CHF | 80'000 | 80'000 | 79'840 | 79'840 | 18'676 CHF | 20'604 CHF | 99.88% | 99.88% |
06.05.2024 | 18.37% | 0.12 CHF | 0.14 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 8'828 CHF | 10'588 CHF | 100.00% | 100.00% |
03.05.2024 | 31.55% | 0.08 CHF | 0.10 CHF | 80'000 | 80'000 | 81'372 | 81'372 | 4'708 CHF | 6'420 CHF | 99.98% | 99.98% |
02.05.2024 | 41.85% | 0.03 CHF | 0.05 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 3'409 CHF | 5'209 CHF | 98.52% | 98.52% |