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 | 19.86% | 0.04 CHF | 0.05 CHF | 360'000 | 360'000 | 356'108 | 356'108 | 16'538 CHF | 20'108 CHF | 100.00% | 100.00% |
15.05.2024 | 14.79% | 0.05 CHF | 0.06 CHF | 340'000 | 340'000 | 335'973 | 335'973 | 21'619 CHF | 24'988 CHF | 100.00% | 100.00% |
14.05.2024 | 14.66% | 0.07 CHF | 0.08 CHF | 420'000 | 420'000 | 416'237 | 416'237 | 27'358 CHF | 31'525 CHF | 99.98% | 99.98% |
13.05.2024 | 27.36% | 0.04 CHF | 0.05 CHF | 430'000 | 430'000 | 428'015 | 428'015 | 13'763 CHF | 18'045 CHF | 99.46% | 99.46% |
10.05.2024 | 33.11% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 433'145 | 433'145 | 11'133 CHF | 15'469 CHF | 100.00% | 100.00% |
08.05.2024 | 32.13% | 0.03 CHF | 0.04 CHF | 440'000 | 440'000 | 435'435 | 435'435 | 11'577 CHF | 15'937 CHF | 99.07% | 99.07% |
07.05.2024 | 24.80% | 0.04 CHF | 0.05 CHF | 430'000 | 430'000 | 426'149 | 426'149 | 15'385 CHF | 19'655 CHF | 99.67% | 99.67% |
06.05.2024 | 27.85% | 0.03 CHF | 0.04 CHF | 440'000 | 440'000 | 435'104 | 435'104 | 13'749 CHF | 18'105 CHF | 100.00% | 100.00% |
03.05.2024 | 31.13% | 0.03 CHF | 0.04 CHF | 440'000 | 440'000 | 436'466 | 436'466 | 12'093 CHF | 16'462 CHF | 100.00% | 100.00% |
02.05.2024 | 34.42% | 0.03 CHF | 0.04 CHF | 440'000 | 440'000 | 440'058 | 440'058 | 10'788 CHF | 15'193 CHF | 100.00% | 100.00% |