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 | 51.97% | 0.02 CHF | 0.03 CHF | 560'000 | 560'000 | 248'299 | 248'299 | 3'829 CHF | 6'331 CHF | 100.00% | 100.00% |
15.05.2024 | 38.66% | 0.01 CHF | 0.02 CHF | 570'000 | 570'000 | 235'391 | 235'391 | 4'833 CHF | 7'227 CHF | 100.00% | 100.00% |
14.05.2024 | 30.86% | 0.03 CHF | 0.04 CHF | 550'000 | 550'000 | 243'295 | 243'295 | 6'713 CHF | 9'160 CHF | 100.00% | 100.00% |
13.05.2024 | 27.55% | 0.03 CHF | 0.04 CHF | 540'000 | 540'000 | 243'997 | 243'997 | 7'982 CHF | 10'433 CHF | 100.00% | 100.00% |
10.05.2024 | 24.85% | 0.03 CHF | 0.04 CHF | 550'000 | 550'000 | 244'440 | 244'440 | 8'692 CHF | 11'148 CHF | 99.88% | 99.88% |
08.05.2024 | 23.66% | 0.04 CHF | 0.05 CHF | 540'000 | 540'000 | 178'332 | 178'332 | 7'004 CHF | 8'797 CHF | 97.46% | 97.46% |
07.05.2024 | 9.88% | 0.04 CHF | 0.05 CHF | 370'000 | 370'000 | 105'070 | 105'070 | 12'025 CHF | 13'081 CHF | 95.51% | 95.51% |
06.05.2024 | 5.49% | 0.20 CHF | 0.21 CHF | 370'000 | 370'000 | 167'139 | 167'139 | 31'474 CHF | 33'153 CHF | 99.98% | 99.98% |
03.05.2024 | 6.32% | 0.16 CHF | 0.17 CHF | 400'000 | 400'000 | 158'859 | 158'859 | 25'430 CHF | 27'027 CHF | 100.00% | 100.00% |
02.05.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 440'000 | 440'000 | 195'465 | 195'465 | 26'443 CHF | 28'407 CHF | 100.00% | 100.00% |