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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 15.93% | 0.05 CHF | 0.06 CHF | 180'000 | 180'000 | 179'668 | 179'668 | 10'472 CHF | 12'272 CHF | 100.00% | 100.00% |
14.05.2024 | 11.69% | 0.07 CHF | 0.08 CHF | 180'000 | 180'000 | 180'045 | 180'045 | 14'534 CHF | 16'335 CHF | 99.97% | 99.97% |
13.05.2024 | 11.30% | 0.09 CHF | 0.10 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 15'038 CHF | 16'838 CHF | 100.00% | 100.00% |
10.05.2024 | 8.16% | 0.10 CHF | 0.11 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 22'579 CHF | 24'479 CHF | 100.00% | 100.00% |
08.05.2024 | 7.13% | 0.14 CHF | 0.15 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 25'761 CHF | 27'661 CHF | 99.08% | 99.08% |
07.05.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 149'664 | 149'664 | 16'764 CHF | 18'264 CHF | 100.00% | 100.00% |
06.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 49'854 CHF | 51'354 CHF | 100.00% | 100.00% |
03.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 140'000 | 140'000 | 140'066 | 140'066 | 53'257 CHF | 54'657 CHF | 99.89% | 99.89% |
02.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 148'721 | 148'721 | 59'597 CHF | 61'084 CHF | 100.00% | 100.00% |
30.04.2024 | 2.62% | 0.41 CHF | 0.42 CHF | 160'000 | 160'000 | 152'085 | 152'085 | 57'302 CHF | 58'822 CHF | 99.91% | 99.91% |