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 | 35.46% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 173'886 | 173'886 | 4'364 CHF | 6'119 CHF | 100.00% | 100.00% |
15.05.2024 | 27.64% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 174'454 | 174'454 | 5'321 CHF | 7'076 CHF | 99.97% | 99.97% |
14.05.2024 | 26.36% | 0.04 CHF | 0.05 CHF | 380'000 | 380'000 | 172'225 | 172'225 | 6'091 CHF | 7'823 CHF | 99.94% | 99.94% |
13.05.2024 | 36.29% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 174'692 | 174'692 | 4'273 CHF | 6'028 CHF | 100.00% | 100.00% |
10.05.2024 | 23.35% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 174'632 | 174'632 | 6'342 CHF | 8'096 CHF | 100.00% | 100.00% |
08.05.2024 | 20.45% | 0.04 CHF | 0.05 CHF | 380'000 | 380'000 | 171'120 | 171'120 | 7'465 CHF | 9'184 CHF | 99.10% | 99.10% |
07.05.2024 | 18.99% | 0.05 CHF | 0.06 CHF | 380'000 | 380'000 | 172'480 | 172'480 | 8'497 CHF | 10'230 CHF | 99.94% | 99.94% |
06.05.2024 | 22.80% | 0.04 CHF | 0.05 CHF | 390'000 | 390'000 | 174'639 | 174'639 | 7'030 CHF | 8'784 CHF | 100.00% | 100.00% |
03.05.2024 | 22.01% | 0.04 CHF | 0.05 CHF | 390'000 | 390'000 | 174'201 | 174'201 | 7'240 CHF | 8'990 CHF | 99.99% | 99.99% |
02.05.2024 | 27.67% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 174'665 | 174'665 | 5'816 CHF | 7'570 CHF | 99.99% | 99.99% |