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 | 14.56% | 0.06 CHF | 0.07 CHF | 350'000 | 350'000 | 194'373 | 194'373 | 12'860 CHF | 14'817 CHF | 100.00% | 100.00% |
15.05.2024 | 18.18% | 0.07 CHF | 0.08 CHF | 350'000 | 350'000 | 197'745 | 197'745 | 10'757 CHF | 12'749 CHF | 100.00% | 100.00% |
14.05.2024 | 17.84% | 0.05 CHF | 0.06 CHF | 360'000 | 360'000 | 199'664 | 199'664 | 10'549 CHF | 12'556 CHF | 99.90% | 99.90% |
13.05.2024 | 23.47% | 0.05 CHF | 0.06 CHF | 360'000 | 360'000 | 199'689 | 199'689 | 7'954 CHF | 9'959 CHF | 100.00% | 100.00% |
10.05.2024 | 24.03% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 199'941 | 199'941 | 7'285 CHF | 9'292 CHF | 100.00% | 100.00% |
08.05.2024 | 25.25% | 0.03 CHF | 0.04 CHF | 370'000 | 370'000 | 200'170 | 200'170 | 6'995 CHF | 9'006 CHF | 98.65% | 98.65% |
07.05.2024 | 19.91% | 0.04 CHF | 0.05 CHF | 370'000 | 370'000 | 201'296 | 201'296 | 9'381 CHF | 11'402 CHF | 98.38% | 98.38% |
06.05.2024 | 22.32% | 0.04 CHF | 0.05 CHF | 370'000 | 370'000 | 204'148 | 204'148 | 8'507 CHF | 10'557 CHF | 99.86% | 99.86% |
03.05.2024 | 17.57% | 0.06 CHF | 0.07 CHF | 360'000 | 360'000 | 135'024 | 135'024 | 8'941 CHF | 10'507 CHF | 99.30% | 99.30% |
02.05.2024 | 27.95% | 0.03 CHF | 0.04 CHF | 380'000 | 380'000 | 214'743 | 214'743 | 6'771 CHF | 8'927 CHF | 100.00% | 100.00% |