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 | 22.31% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 46'720 | 46'720 | 1'864 CHF | 2'335 CHF | 100.00% | 100.00% |
15.05.2024 | 24.83% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 46'792 | 46'792 | 1'763 CHF | 2'234 CHF | 100.00% | 100.00% |
14.05.2024 | 25.99% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 46'811 | 46'811 | 1'589 CHF | 2'059 CHF | 99.99% | 99.99% |
13.05.2024 | 19.13% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 46'865 | 46'865 | 2'225 CHF | 2'695 CHF | 100.00% | 100.00% |
10.05.2024 | 25.01% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 46'861 | 46'861 | 1'867 CHF | 2'337 CHF | 100.00% | 100.00% |
08.05.2024 | 22.10% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 46'443 | 46'443 | 1'989 CHF | 2'455 CHF | 99.24% | 99.24% |
07.05.2024 | 22.08% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 46'823 | 46'823 | 1'941 CHF | 2'411 CHF | 100.00% | 100.00% |
06.05.2024 | 17.27% | 0.05 CHF | 0.06 CHF | 100'000 | 100'000 | 46'863 | 46'863 | 2'505 CHF | 2'976 CHF | 100.00% | 100.00% |
03.05.2024 | 15.37% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 46'865 | 46'865 | 2'876 CHF | 3'347 CHF | 99.99% | 99.99% |
02.05.2024 | 12.04% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 46'863 | 46'863 | 3'721 CHF | 4'192 CHF | 100.00% | 100.00% |