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 | 16.22% | 0.05 CHF | 0.06 CHF | 290'000 | 290'000 | 286'909 | 286'909 | 16'649 CHF | 19'525 CHF | 100.00% | 100.00% |
15.05.2024 | 12.02% | 0.07 CHF | 0.08 CHF | 270'000 | 270'000 | 266'800 | 266'800 | 21'456 CHF | 24'132 CHF | 100.00% | 100.00% |
14.05.2024 | 11.91% | 0.09 CHF | 0.10 CHF | 340'000 | 340'000 | 337'043 | 337'043 | 27'699 CHF | 31'073 CHF | 99.99% | 99.99% |
13.05.2024 | 22.54% | 0.05 CHF | 0.06 CHF | 350'000 | 350'000 | 348'412 | 348'412 | 13'990 CHF | 17'476 CHF | 99.46% | 99.46% |
10.05.2024 | 27.34% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 353'948 | 353'948 | 11'412 CHF | 14'955 CHF | 100.00% | 100.00% |
08.05.2024 | 26.64% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 356'265 | 356'265 | 11'807 CHF | 15'374 CHF | 99.06% | 99.06% |
07.05.2024 | 20.35% | 0.05 CHF | 0.06 CHF | 350'000 | 350'000 | 347'029 | 347'029 | 15'672 CHF | 19'149 CHF | 99.67% | 99.67% |
06.05.2024 | 22.91% | 0.04 CHF | 0.05 CHF | 360'000 | 360'000 | 355'903 | 355'903 | 14'069 CHF | 17'632 CHF | 100.00% | 100.00% |
03.05.2024 | 25.64% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 356'377 | 356'377 | 12'383 CHF | 15'951 CHF | 99.97% | 99.97% |
02.05.2024 | 28.55% | 0.03 CHF | 0.04 CHF | 360'000 | 360'000 | 356'380 | 356'380 | 10'912 CHF | 14'480 CHF | 100.00% | 100.00% |