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 | 13.18% | 0.07 CHF | 0.08 CHF | 320'000 | 320'000 | 319'506 | 319'506 | 22'756 CHF | 25'956 CHF | 98.81% | 98.81% |
15.05.2024 | 16.83% | 0.07 CHF | 0.08 CHF | 320'000 | 320'000 | 319'405 | 319'405 | 17'629 CHF | 20'829 CHF | 100.00% | 100.00% |
14.05.2024 | 14.42% | 0.06 CHF | 0.07 CHF | 320'000 | 320'000 | 319'815 | 319'815 | 20'635 CHF | 23'835 CHF | 99.72% | 99.72% |
13.05.2024 | 13.83% | 0.06 CHF | 0.07 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 21'585 CHF | 24'785 CHF | 99.97% | 99.97% |
10.05.2024 | 14.34% | 0.07 CHF | 0.08 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 20'849 CHF | 24'049 CHF | 100.00% | 100.00% |
08.05.2024 | 21.04% | 0.05 CHF | 0.06 CHF | 320'000 | 320'000 | 326'855 | 326'855 | 14'085 CHF | 17'353 CHF | 99.24% | 99.24% |
07.05.2024 | 33.42% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 329'639 | 329'639 | 8'286 CHF | 11'586 CHF | 97.37% | 97.37% |
06.05.2024 | 24.58% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 11'982 CHF | 15'282 CHF | 100.00% | 100.00% |
03.05.2024 | 25.19% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 11'481 CHF | 14'781 CHF | 100.00% | 100.00% |
02.05.2024 | 25.87% | 0.03 CHF | 0.04 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 11'139 CHF | 14'439 CHF | 100.00% | 100.00% |