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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 32.58% | 0.03 CHF | 0.04 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 5'962 CHF | 2'737 CHF | 88.48% | 88.48% |
24.05.2024 | 41.92% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 4'338 CHF | 2'196 CHF | 81.64% | 81.64% |
23.05.2024 | 40.92% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 4'423 CHF | 2'224 CHF | 97.29% | 97.29% |
22.05.2024 | 45.28% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 4'054 CHF | 2'101 CHF | 97.30% | 97.30% |
21.05.2024 | 59.42% | 0.01 CHF | 0.02 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 2'861 CHF | 1'704 CHF | 96.32% | 96.32% |
17.05.2024 | 40.98% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 4'417 CHF | 2'222 CHF | 100.00% | 100.00% |
16.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 4'500 CHF | 2'250 CHF | 99.25% | 99.25% |
15.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 222'762 | 74'254 | 4'455 CHF | 2'228 CHF | 98.90% | 98.90% |
14.05.2024 | 39.76% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 4'546 CHF | 2'265 CHF | 100.00% | 100.00% |
13.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 4'500 CHF | 2'250 CHF | 100.00% | 100.00% |