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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 11.33% | 0.09 CHF | 0.10 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 7'504 CHF | 8'404 CHF | 99.17% | 99.17% |
16.05.2024 | 12.03% | 0.09 CHF | 0.10 CHF | 90'000 | 90'000 | 89'888 | 89'888 | 7'053 CHF | 7'953 CHF | 100.00% | 100.00% |
15.05.2024 | 12.09% | 0.08 CHF | 0.09 CHF | 90'000 | 90'000 | 89'837 | 89'837 | 7'015 CHF | 7'915 CHF | 100.00% | 100.00% |
14.05.2024 | 12.34% | 0.08 CHF | 0.09 CHF | 110'000 | 110'000 | 109'938 | 109'938 | 8'400 CHF | 9'500 CHF | 99.96% | 99.96% |
13.05.2024 | 16.47% | 0.06 CHF | 0.07 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 7'270 CHF | 8'570 CHF | 99.83% | 99.83% |
10.05.2024 | 16.85% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 100'271 | 100'271 | 5'536 CHF | 6'539 CHF | 99.97% | 99.97% |
08.05.2024 | 16.41% | 0.07 CHF | 0.08 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 7'297 CHF | 8'597 CHF | 98.93% | 98.93% |
07.05.2024 | 17.37% | 0.05 CHF | 0.06 CHF | 130'000 | 130'000 | 131'674 | 131'674 | 6'991 CHF | 8'309 CHF | 99.89% | 99.89% |
06.05.2024 | 54.14% | 0.02 CHF | 0.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 2'055 CHF | 3'555 CHF | 100.00% | 100.00% |
03.05.2024 | 65.32% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 151'053 | 151'053 | 1'661 CHF | 3'230 CHF | 99.99% | 99.99% |