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 | 16.92% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 599'204 | 599'204 | 32'609 CHF | 38'609 CHF | 100.00% | 100.00% |
15.05.2024 | 18.08% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 598'907 | 598'907 | 30'325 CHF | 36'325 CHF | 99.99% | 99.99% |
14.05.2024 | 23.77% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 22'439 CHF | 28'439 CHF | 99.98% | 99.98% |
13.05.2024 | 24.78% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 21'344 CHF | 27'344 CHF | 100.00% | 100.00% |
10.05.2024 | 27.62% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 18'766 CHF | 24'766 CHF | 100.00% | 100.00% |
08.05.2024 | 31.20% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 599'769 | 599'769 | 16'264 CHF | 22'264 CHF | 99.63% | 99.63% |
07.05.2024 | 24.15% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 599'685 | 599'685 | 21'900 CHF | 27'900 CHF | 100.00% | 100.00% |
06.05.2024 | 19.54% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 27'729 CHF | 33'729 CHF | 100.00% | 100.00% |
03.05.2024 | 19.33% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 28'256 CHF | 34'256 CHF | 99.96% | 99.96% |
02.05.2024 | 23.69% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 22'504 CHF | 28'504 CHF | 100.00% | 100.00% |