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 | 28.31% | 0.10 CHF | 0.12 CHF | 261'337 | 25'000 | 271'083 | 25'000 | 23'069 CHF | 2'829 CHF | 87.67% | 87.67% |
15.05.2024 | 27.05% | 0.09 CHF | 0.12 CHF | 271'106 | 25'000 | 273'481 | 24'951 | 23'644 CHF | 2'831 CHF | 97.84% | 97.84% |
14.05.2024 | 30.42% | 0.09 CHF | 0.12 CHF | 278'128 | 25'000 | 302'178 | 25'000 | 23'123 CHF | 2'614 CHF | 99.68% | 99.68% |
13.05.2024 | 26.06% | 0.08 CHF | 0.10 CHF | 297'018 | 25'000 | 278'719 | 25'000 | 24'041 CHF | 2'806 CHF | 99.55% | 99.55% |
10.05.2024 | 26.31% | 0.09 CHF | 0.11 CHF | 274'390 | 25'000 | 291'064 | 25'000 | 23'333 CHF | 2'613 CHF | 99.79% | 99.79% |
08.05.2024 | 31.56% | 0.09 CHF | 0.12 CHF | 275'203 | 25'000 | 319'312 | 25'000 | 23'770 CHF | 2'574 CHF | 96.98% | 96.98% |
07.05.2024 | 29.95% | 0.08 CHF | 0.10 CHF | 321'835 | 25'000 | 318'480 | 25'000 | 23'613 CHF | 2'503 CHF | 20.27% | 20.27% |
06.05.2024 | 37.39% | 0.05 CHF | 0.08 CHF | 376'484 | 25'000 | 379'662 | 25'000 | 20'974 CHF | 2'009 CHF | 40.75% | 40.75% |
03.05.2024 | 45.48% | 0.05 CHF | 0.07 CHF | 400'417 | 25'000 | 396'275 | 25'000 | 19'851 CHF | 1'989 CHF | 95.94% | 95.94% |
02.05.2024 | 43.92% | 0.05 CHF | 0.08 CHF | 413'634 | 25'000 | 443'286 | 25'000 | 20'788 CHF | 1'840 CHF | 91.19% | 91.19% |