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 | 13.62% | 0.07 CHF | 0.08 CHF | 230'000 | 230'000 | 231'556 | 231'556 | 15'989 CHF | 18'314 CHF | 100.00% | 100.00% |
15.05.2024 | 10.64% | 0.07 CHF | 0.08 CHF | 220'000 | 220'000 | 217'076 | 217'076 | 20'357 CHF | 22'540 CHF | 100.00% | 100.00% |
14.05.2024 | 10.81% | 0.12 CHF | 0.13 CHF | 220'000 | 220'000 | 227'616 | 227'616 | 21'915 CHF | 24'195 CHF | 100.00% | 100.00% |
13.05.2024 | 20.12% | 0.06 CHF | 0.07 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 10'928 CHF | 13'328 CHF | 100.00% | 100.00% |
10.05.2024 | 17.83% | 0.05 CHF | 0.06 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 12'271 CHF | 14'671 CHF | 100.00% | 100.00% |
08.05.2024 | 17.11% | 0.05 CHF | 0.06 CHF | 240'000 | 240'000 | 239'945 | 239'945 | 12'839 CHF | 15'239 CHF | 99.06% | 99.06% |
07.05.2024 | 17.83% | 0.05 CHF | 0.06 CHF | 240'000 | 240'000 | 239'572 | 239'572 | 12'305 CHF | 14'705 CHF | 99.63% | 99.63% |
06.05.2024 | 21.02% | 0.05 CHF | 0.06 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 10'269 CHF | 12'669 CHF | 100.00% | 100.00% |
03.05.2024 | 20.58% | 0.04 CHF | 0.05 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 10'475 CHF | 12'875 CHF | 100.00% | 100.00% |
02.05.2024 | 19.33% | 0.04 CHF | 0.05 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 11'246 CHF | 13'646 CHF | 100.00% | 100.00% |