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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 29.44% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 315'379 | 315'379 | 9'168 CHF | 12'327 CHF | 100.00% | 100.00% |
14.05.2024 | 28.69% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 311'239 | 311'239 | 9'307 CHF | 12'421 CHF | 100.00% | 100.00% |
13.05.2024 | 30.66% | 0.03 CHF | 0.04 CHF | 320'000 | 320'000 | 318'194 | 318'194 | 8'796 CHF | 11'978 CHF | 100.00% | 100.00% |
10.05.2024 | 30.27% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 8'692 CHF | 11'792 CHF | 100.00% | 100.00% |
08.05.2024 | 30.83% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 8'513 CHF | 11'613 CHF | 99.24% | 99.24% |
07.05.2024 | 30.70% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 309'747 | 309'747 | 8'563 CHF | 11'663 CHF | 98.30% | 98.30% |
06.05.2024 | 29.08% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 9'121 CHF | 12'221 CHF | 100.00% | 100.00% |
03.05.2024 | 26.57% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 307'912 | 307'912 | 10'063 CHF | 13'142 CHF | 100.00% | 100.00% |
02.05.2024 | 30.17% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 310'614 | 310'614 | 8'748 CHF | 11'855 CHF | 100.00% | 100.00% |
30.04.2024 | 28.30% | 0.03 CHF | 0.04 CHF | 310'000 | 310'000 | 309'772 | 309'772 | 9'438 CHF | 12'538 CHF | 100.00% | 100.00% |