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 | 29.19% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 149'771 | 149'771 | 4'399 CHF | 5'899 CHF | 100.00% | 100.00% |
15.05.2024 | 24.27% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 144'072 | 144'072 | 5'920 CHF | 7'401 CHF | 100.00% | 100.00% |
14.05.2024 | 18.93% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 7'174 CHF | 8'674 CHF | 100.00% | 100.00% |
13.05.2024 | 20.00% | 0.04 CHF | 0.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 6'753 CHF | 8'253 CHF | 100.00% | 100.00% |
10.05.2024 | 18.36% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 7'426 CHF | 8'926 CHF | 100.00% | 100.00% |
08.05.2024 | 14.19% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 148'866 | 148'866 | 9'900 CHF | 11'400 CHF | 99.67% | 99.67% |
07.05.2024 | 13.43% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 149'934 | 149'934 | 10'429 CHF | 11'929 CHF | 99.75% | 99.75% |
06.05.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 13'589 CHF | 15'089 CHF | 100.00% | 100.00% |
03.05.2024 | 7.30% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 20'049 CHF | 21'549 CHF | 100.00% | 100.00% |
02.05.2024 | 5.22% | 0.18 CHF | 0.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 28'019 CHF | 29'519 CHF | 99.48% | 99.48% |