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 | 45.48% | 0.02 CHF | 0.03 CHF | 420'000 | 420'000 | 202'741 | 202'741 | 3'679 CHF | 5'721 CHF | 100.00% | 100.00% |
15.05.2024 | 53.89% | 0.01 CHF | 0.02 CHF | 420'000 | 420'000 | 203'862 | 203'862 | 2'741 CHF | 4'790 CHF | 100.00% | 100.00% |
14.05.2024 | 56.71% | 0.01 CHF | 0.02 CHF | 440'000 | 440'000 | 207'134 | 207'134 | 2'701 CHF | 4'781 CHF | 99.99% | 99.99% |
13.05.2024 | 64.61% | 0.02 CHF | 0.03 CHF | 420'000 | 420'000 | 209'538 | 209'538 | 2'459 CHF | 4'563 CHF | 100.00% | 100.00% |
10.05.2024 | 61.61% | 0.01 CHF | 0.02 CHF | 440'000 | 440'000 | 216'916 | 216'916 | 2'465 CHF | 4'643 CHF | 100.00% | 100.00% |
08.05.2024 | 52.67% | 0.01 CHF | 0.02 CHF | 440'000 | 440'000 | 208'670 | 208'670 | 2'851 CHF | 4'947 CHF | 98.81% | 98.81% |
07.05.2024 | 41.42% | 0.02 CHF | 0.03 CHF | 420'000 | 420'000 | 206'193 | 206'193 | 4'049 CHF | 6'119 CHF | 98.26% | 98.26% |
06.05.2024 | 40.49% | 0.02 CHF | 0.03 CHF | 420'000 | 420'000 | 205'280 | 205'280 | 4'156 CHF | 6'217 CHF | 100.00% | 100.00% |
03.05.2024 | 42.23% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 195'590 | 195'590 | 3'724 CHF | 5'688 CHF | 99.99% | 99.99% |
02.05.2024 | 40.26% | 0.02 CHF | 0.03 CHF | 440'000 | 440'000 | 205'296 | 205'296 | 3'994 CHF | 6'055 CHF | 100.00% | 100.00% |