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 | 84.00% | 0.03 CHF | 0.06 CHF | 60'000 | 60'000 | 59'928 | 59'928 | 1'421 CHF | 3'478 CHF | 100.00% | 100.00% |
15.05.2024 | 48.85% | 0.03 CHF | 0.06 CHF | 60'000 | 60'000 | 59'892 | 59'892 | 2'636 CHF | 4'316 CHF | 100.00% | 100.00% |
14.05.2024 | 47.23% | 0.04 CHF | 0.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'721 CHF | 4'401 CHF | 99.83% | 99.83% |
13.05.2024 | 34.36% | 0.07 CHF | 0.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'051 CHF | 5'731 CHF | 100.00% | 100.00% |
10.05.2024 | 35.48% | 0.07 CHF | 0.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 3'901 CHF | 5'581 CHF | 100.00% | 100.00% |
08.05.2024 | 28.90% | 0.08 CHF | 0.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'976 CHF | 6'656 CHF | 99.77% | 99.77% |
07.05.2024 | 31.15% | 0.07 CHF | 0.10 CHF | 60'000 | 60'000 | 59'962 | 59'962 | 4'656 CHF | 6'336 CHF | 98.43% | 98.43% |
06.05.2024 | 23.09% | 0.10 CHF | 0.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'446 CHF | 8'126 CHF | 100.00% | 100.00% |
03.05.2024 | 16.44% | 0.14 CHF | 0.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 9'396 CHF | 11'076 CHF | 99.90% | 99.90% |
02.05.2024 | 17.93% | 0.16 CHF | 0.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 8'558 CHF | 10'238 CHF | 99.67% | 99.67% |