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 | 29.68% | 0.03 CHF | 0.04 CHF | 230'000 | 230'000 | 231'552 | 231'552 | 6'739 CHF | 9'064 CHF | 100.00% | 100.00% |
15.05.2024 | 20.78% | 0.03 CHF | 0.04 CHF | 230'000 | 230'000 | 226'891 | 226'891 | 10'366 CHF | 12'647 CHF | 100.00% | 100.00% |
14.05.2024 | 25.77% | 0.06 CHF | 0.07 CHF | 220'000 | 220'000 | 227'618 | 227'618 | 9'286 CHF | 11'566 CHF | 99.99% | 99.99% |
13.05.2024 | 57.48% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 3'134 CHF | 5'534 CHF | 100.00% | 100.00% |
10.05.2024 | 52.77% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 3'351 CHF | 5'751 CHF | 100.00% | 100.00% |
08.05.2024 | 47.64% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 239'945 | 239'945 | 3'841 CHF | 6'241 CHF | 99.06% | 99.06% |
07.05.2024 | 46.25% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 239'633 | 239'633 | 4'017 CHF | 6'417 CHF | 99.66% | 99.66% |
06.05.2024 | 53.67% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 3'307 CHF | 5'707 CHF | 100.00% | 100.00% |
03.05.2024 | 50.09% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 3'604 CHF | 6'004 CHF | 100.00% | 100.00% |
02.05.2024 | 51.32% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 239'964 | 239'964 | 3'524 CHF | 5'924 CHF | 100.00% | 100.00% |