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 | 25.96% | 0.03 CHF | 0.05 CHF | 90'000 | 90'000 | 89'885 | 89'885 | 3'640 CHF | 4'720 CHF | 100.00% | 100.00% |
15.05.2024 | 22.96% | 0.05 CHF | 0.06 CHF | 90'000 | 90'000 | 89'834 | 89'834 | 4'246 CHF | 5'326 CHF | 100.00% | 100.00% |
14.05.2024 | 37.02% | 0.03 CHF | 0.04 CHF | 90'000 | 90'000 | 89'926 | 89'926 | 2'397 CHF | 3'477 CHF | 99.98% | 99.98% |
13.05.2024 | 29.23% | 0.04 CHF | 0.05 CHF | 90'000 | 90'000 | 89'975 | 89'975 | 3'164 CHF | 4'243 CHF | 100.00% | 100.00% |
10.05.2024 | 23.42% | 0.04 CHF | 0.06 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 4'132 CHF | 5'212 CHF | 100.00% | 100.00% |
08.05.2024 | 33.43% | 0.03 CHF | 0.04 CHF | 90'000 | 90'000 | 86'512 | 86'512 | 2'619 CHF | 3'657 CHF | 99.14% | 99.14% |
07.05.2024 | 47.01% | 0.02 CHF | 0.03 CHF | 90'000 | 90'000 | 89'573 | 89'573 | 1'770 CHF | 2'846 CHF | 99.86% | 99.86% |
06.05.2024 | 54.81% | 0.01 CHF | 0.03 CHF | 90'000 | 90'000 | 89'862 | 89'862 | 1'435 CHF | 2'513 CHF | 100.00% | 100.00% |
03.05.2024 | 54.50% | 0.02 CHF | 0.03 CHF | 90'000 | 90'000 | 95'027 | 95'027 | 1'404 CHF | 2'437 CHF | 99.99% | 99.99% |
02.05.2024 | 61.51% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 98'387 | 98'387 | 1'114 CHF | 2'098 CHF | 100.00% | 100.00% |