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 | 40.11% | 0.02 CHF | 0.03 CHF | 150'000 | 150'000 | 149'770 | 149'770 | 2'993 CHF | 4'493 CHF | 100.00% | 100.00% |
15.05.2024 | 31.92% | 0.02 CHF | 0.03 CHF | 150'000 | 150'000 | 144'071 | 144'071 | 4'309 CHF | 5'790 CHF | 100.00% | 100.00% |
14.05.2024 | 25.84% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 5'058 CHF | 6'558 CHF | 100.00% | 100.00% |
13.05.2024 | 27.11% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 4'785 CHF | 6'285 CHF | 100.00% | 100.00% |
10.05.2024 | 24.32% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 5'418 CHF | 6'918 CHF | 100.00% | 100.00% |
08.05.2024 | 20.47% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 148'864 | 148'864 | 6'625 CHF | 8'125 CHF | 99.67% | 99.67% |
07.05.2024 | 19.83% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 149'926 | 149'926 | 6'821 CHF | 8'321 CHF | 99.75% | 99.75% |
06.05.2024 | 16.63% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 8'283 CHF | 9'783 CHF | 100.00% | 100.00% |
03.05.2024 | 12.42% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 11'416 CHF | 12'916 CHF | 100.00% | 100.00% |
02.05.2024 | 9.19% | 0.10 CHF | 0.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 15'589 CHF | 17'089 CHF | 99.46% | 99.46% |