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 | 61.52% | 0.02 CHF | 0.05 CHF | 200'000 | 200'000 | 199'715 | 199'715 | 4'767 CHF | 8'993 CHF | 100.00% | 100.00% |
15.05.2024 | 29.39% | 0.03 CHF | 0.05 CHF | 200'000 | 200'000 | 199'644 | 199'644 | 6'755 CHF | 9'061 CHF | 99.83% | 99.83% |
14.05.2024 | 24.69% | 0.04 CHF | 0.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 7'276 CHF | 9'321 CHF | 99.70% | 99.70% |
13.05.2024 | 23.64% | 0.04 CHF | 0.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 7'496 CHF | 9'503 CHF | 99.57% | 99.57% |
10.05.2024 | 12.66% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 14'845 CHF | 16'845 CHF | 100.00% | 100.00% |
08.05.2024 | 10.63% | 0.08 CHF | 0.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 17'842 CHF | 19'842 CHF | 99.29% | 99.29% |
07.05.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 17'978 CHF | 19'978 CHF | 100.00% | 100.00% |
06.05.2024 | 10.81% | 0.08 CHF | 0.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 17'522 CHF | 19'522 CHF | 100.00% | 100.00% |
03.05.2024 | 8.19% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 23'460 CHF | 25'460 CHF | 98.73% | 98.73% |
02.05.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 26'157 CHF | 28'157 CHF | 100.00% | 100.00% |