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 | 48.20% | 0.02 CHF | 0.04 CHF | 247'535 | 20'000 | 241'938 | 20'000 | 6'327 CHF | 850 CHF | 99.32% | 99.32% |
15.05.2024 | 54.77% | 0.02 CHF | 0.04 CHF | 307'401 | 20'000 | 282'934 | 19'857 | 6'704 CHF | 829 CHF | 96.36% | 96.36% |
14.05.2024 | 60.57% | 0.03 CHF | 0.05 CHF | 268'846 | 20'000 | 291'002 | 20'000 | 6'737 CHF | 864 CHF | 99.98% | 99.98% |
13.05.2024 | 49.25% | 0.02 CHF | 0.04 CHF | 289'471 | 20'000 | 260'578 | 20'000 | 7'401 CHF | 941 CHF | 100.00% | 100.00% |
10.05.2024 | 48.17% | 0.03 CHF | 0.05 CHF | 229'648 | 20'000 | 232'335 | 20'000 | 7'322 CHF | 1'025 CHF | 100.00% | 100.00% |
08.05.2024 | 52.87% | 0.03 CHF | 0.04 CHF | 304'064 | 20'000 | 299'568 | 20'000 | 7'086 CHF | 800 CHF | 100.00% | 100.00% |
07.05.2024 | 89.12% | 0.02 CHF | 0.04 CHF | 368'531 | 20'000 | 399'565 | 20'000 | 4'852 CHF | 616 CHF | 96.44% | 96.44% |
06.05.2024 | 93.51% | 0.01 CHF | 0.03 CHF | 407'581 | 20'000 | 403'742 | 20'000 | 4'482 CHF | 600 CHF | 100.00% | 100.00% |
03.05.2024 | 81.08% | 0.02 CHF | 0.03 CHF | 419'202 | 20'000 | 412'161 | 20'000 | 5'639 CHF | 634 CHF | 98.64% | 98.64% |
02.05.2024 | 55.29% | 0.02 CHF | 0.03 CHF | 439'862 | 20'000 | 403'149 | 20'000 | 7'405 CHF | 647 CHF | 99.13% | 99.13% |