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 | 41.53% | 0.06 CHF | 0.07 CHF | 390'000 | 390'000 | 175'900 | 175'900 | 4'764 CHF | 6'536 CHF | 99.22% | 99.22% |
15.05.2024 | 42.79% | 0.02 CHF | 0.03 CHF | 400'000 | 400'000 | 176'538 | 176'538 | 3'245 CHF | 5'021 CHF | 100.00% | 100.00% |
14.05.2024 | 25.42% | 0.02 CHF | 0.03 CHF | 400'000 | 400'000 | 154'117 | 154'117 | 5'402 CHF | 6'950 CHF | 97.14% | 98.20% |
13.05.2024 | 15.91% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 177'122 | 177'122 | 10'783 CHF | 12'563 CHF | 99.49% | 99.49% |
10.05.2024 | 20.51% | 0.04 CHF | 0.05 CHF | 400'000 | 400'000 | 176'812 | 176'812 | 7'858 CHF | 9'634 CHF | 100.00% | 100.00% |
08.05.2024 | 29.99% | 0.03 CHF | 0.04 CHF | 400'000 | 400'000 | 188'539 | 188'539 | 5'572 CHF | 7'467 CHF | 99.15% | 99.15% |
07.05.2024 | 23.98% | 0.03 CHF | 0.04 CHF | 400'000 | 400'000 | 176'681 | 176'681 | 6'454 CHF | 8'230 CHF | 99.99% | 99.99% |
06.05.2024 | 18.45% | 0.05 CHF | 0.06 CHF | 400'000 | 400'000 | 176'813 | 176'813 | 8'745 CHF | 10'521 CHF | 100.00% | 100.00% |
03.05.2024 | 18.74% | 0.04 CHF | 0.05 CHF | 400'000 | 400'000 | 176'972 | 176'972 | 8'537 CHF | 10'315 CHF | 99.68% | 99.68% |
02.05.2024 | 30.40% | 0.04 CHF | 0.05 CHF | 400'000 | 400'000 | 191'381 | 191'381 | 5'671 CHF | 7'594 CHF | 100.00% | 100.00% |