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 | 16.13% | 0.06 CHF | 0.07 CHF | 90'000 | 90'000 | 88'535 | 88'535 | 5'075 CHF | 5'961 CHF | 99.95% | 99.95% |
15.05.2024 | 21.23% | 0.04 CHF | 0.05 CHF | 90'000 | 90'000 | 89'842 | 89'842 | 3'801 CHF | 4'701 CHF | 100.00% | 100.00% |
14.05.2024 | 25.96% | 0.04 CHF | 0.05 CHF | 90'000 | 90'000 | 89'947 | 89'947 | 3'052 CHF | 3'952 CHF | 100.00% | 100.00% |
13.05.2024 | 28.26% | 0.03 CHF | 0.04 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 2'752 CHF | 3'652 CHF | 100.00% | 100.00% |
10.05.2024 | 29.78% | 0.03 CHF | 0.04 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 2'578 CHF | 3'478 CHF | 100.00% | 100.00% |
08.05.2024 | 37.20% | 0.03 CHF | 0.04 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 2'004 CHF | 2'904 CHF | 99.08% | 99.08% |
07.05.2024 | 47.57% | 0.02 CHF | 0.03 CHF | 90'000 | 90'000 | 89'843 | 89'843 | 1'448 CHF | 2'348 CHF | 99.94% | 99.94% |
06.05.2024 | 45.94% | 0.01 CHF | 0.02 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 1'551 CHF | 2'451 CHF | 100.00% | 100.00% |
03.05.2024 | 76.30% | 0.01 CHF | 0.02 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 872 CHF | 1'896 CHF | 100.00% | 100.00% |
02.05.2024 | 61.68% | 0.01 CHF | 0.02 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 1'047 CHF | 1'962 CHF | 100.00% | 100.00% |