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 | 40.48% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 79'881 | 79'881 | 1'579 CHF | 2'379 CHF | 100.00% | 100.00% |
15.05.2024 | 40.40% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 79'859 | 79'859 | 1'584 CHF | 2'384 CHF | 100.00% | 100.00% |
14.05.2024 | 37.52% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'734 CHF | 2'534 CHF | 100.00% | 100.00% |
13.05.2024 | 35.43% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'861 CHF | 2'661 CHF | 100.00% | 100.00% |
10.05.2024 | 34.48% | 0.02 CHF | 0.03 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'920 CHF | 2'720 CHF | 100.00% | 100.00% |
08.05.2024 | 30.89% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'192 CHF | 2'992 CHF | 99.09% | 99.09% |
07.05.2024 | 31.65% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 79'875 | 79'875 | 2'133 CHF | 2'933 CHF | 99.94% | 99.94% |
06.05.2024 | 30.01% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'267 CHF | 3'067 CHF | 100.00% | 100.00% |
03.05.2024 | 28.34% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'424 CHF | 3'224 CHF | 100.00% | 100.00% |
02.05.2024 | 26.58% | 0.03 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 2'612 CHF | 3'412 CHF | 100.00% | 100.00% |