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 | 13.58% | 0.08 CHF | 0.09 CHF | 140'000 | 140'000 | 146'571 | 146'571 | 10'109 CHF | 11'577 CHF | 100.00% | 100.00% |
15.05.2024 | 12.23% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 141'454 | 141'454 | 10'930 CHF | 12'347 CHF | 99.99% | 99.99% |
14.05.2024 | 15.42% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 149'084 | 149'084 | 9'013 CHF | 10'503 CHF | 99.96% | 99.96% |
13.05.2024 | 17.59% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 149'086 | 149'086 | 7'736 CHF | 9'227 CHF | 100.00% | 100.00% |
10.05.2024 | 17.69% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 149'085 | 149'085 | 7'693 CHF | 9'184 CHF | 100.00% | 100.00% |
08.05.2024 | 24.52% | 0.04 CHF | 0.05 CHF | 160'000 | 160'000 | 158'981 | 158'981 | 5'700 CHF | 7'290 CHF | 99.06% | 99.06% |
07.05.2024 | 20.26% | 0.05 CHF | 0.06 CHF | 160'000 | 160'000 | 158'793 | 158'793 | 7'057 CHF | 8'645 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.04 CHF | 0.05 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 26.18% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 159'020 | 159'020 | 5'292 CHF | 6'882 CHF | 100.00% | 100.00% |
02.05.2024 | 19.82% | 0.04 CHF | 0.05 CHF | 160'000 | 160'000 | 159'025 | 159'025 | 7'277 CHF | 8'867 CHF | 100.00% | 100.00% |