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 | 29.52% | 0.04 CHF | 0.05 CHF | 280'000 | 280'000 | 125'394 | 125'394 | 3'904 CHF | 5'167 CHF | 100.00% | 100.00% |
15.05.2024 | 21.87% | 0.02 CHF | 0.03 CHF | 290'000 | 290'000 | 117'633 | 117'633 | 4'792 CHF | 5'988 CHF | 99.86% | 99.86% |
14.05.2024 | 16.88% | 0.05 CHF | 0.06 CHF | 280'000 | 280'000 | 122'707 | 122'707 | 6'723 CHF | 7'958 CHF | 100.00% | 100.00% |
13.05.2024 | 14.89% | 0.07 CHF | 0.08 CHF | 270'000 | 270'000 | 122'806 | 122'806 | 7'989 CHF | 9'222 CHF | 100.00% | 100.00% |
10.05.2024 | 13.27% | 0.07 CHF | 0.08 CHF | 280'000 | 280'000 | 123'218 | 123'218 | 8'754 CHF | 9'992 CHF | 99.88% | 99.88% |
08.05.2024 | 12.58% | 0.08 CHF | 0.09 CHF | 270'000 | 270'000 | 93'710 | 93'710 | 7'369 CHF | 8'311 CHF | 97.46% | 97.46% |
07.05.2024 | 5.10% | 0.08 CHF | 0.09 CHF | 190'000 | 190'000 | 56'926 | 56'926 | 13'510 CHF | 14'081 CHF | 92.82% | 92.82% |
06.05.2024 | 2.78% | 0.41 CHF | 0.42 CHF | 190'000 | 190'000 | 85'224 | 85'224 | 32'224 CHF | 33'080 CHF | 99.70% | 99.70% |
03.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 80'187 | 80'187 | 25'804 CHF | 26'610 CHF | 99.91% | 99.91% |
02.05.2024 | 3.73% | 0.29 CHF | 0.30 CHF | 220'000 | 220'000 | 100'014 | 100'014 | 27'210 CHF | 28'214 CHF | 99.68% | 99.68% |