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 | 26.40% | 0.04 CHF | 0.05 CHF | 260'000 | 260'000 | 144'717 | 144'717 | 4'905 CHF | 6'362 CHF | 100.00% | 100.00% |
15.05.2024 | 29.48% | 0.03 CHF | 0.04 CHF | 260'000 | 260'000 | 144'112 | 144'112 | 4'277 CHF | 5'735 CHF | 99.56% | 99.56% |
14.05.2024 | 34.50% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 145'102 | 145'102 | 3'602 CHF | 5'059 CHF | 100.00% | 100.00% |
13.05.2024 | 37.92% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 145'070 | 145'070 | 3'279 CHF | 4'736 CHF | 100.00% | 100.00% |
10.05.2024 | 25.69% | 0.03 CHF | 0.04 CHF | 260'000 | 260'000 | 143'477 | 143'477 | 4'880 CHF | 6'320 CHF | 100.00% | 100.00% |
08.05.2024 | 37.20% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 143'857 | 143'857 | 3'296 CHF | 4'741 CHF | 98.63% | 98.63% |
07.05.2024 | 37.58% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 145'620 | 145'620 | 3'260 CHF | 4'722 CHF | 98.55% | 98.55% |
06.05.2024 | 32.85% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 145'113 | 145'113 | 3'780 CHF | 5'237 CHF | 100.00% | 100.00% |
03.05.2024 | 33.54% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 143'789 | 143'789 | 3'573 CHF | 5'016 CHF | 99.98% | 99.98% |
02.05.2024 | 33.99% | 0.03 CHF | 0.04 CHF | 260'000 | 260'000 | 99'310 | 99'310 | 2'476 CHF | 3'474 CHF | 100.00% | 100.00% |