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 | 27.28% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 159'772 | 159'772 | 5'076 CHF | 6'676 CHF | 100.00% | 100.00% |
15.05.2024 | 31.80% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 159'705 | 159'705 | 4'257 CHF | 5'857 CHF | 100.00% | 100.00% |
14.05.2024 | 29.91% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 159'908 | 159'908 | 4'554 CHF | 6'154 CHF | 100.00% | 100.00% |
13.05.2024 | 28.81% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 4'764 CHF | 6'364 CHF | 100.00% | 100.00% |
10.05.2024 | 27.99% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 4'922 CHF | 6'522 CHF | 100.00% | 100.00% |
08.05.2024 | 31.33% | 0.03 CHF | 0.04 CHF | 160'000 | 160'000 | 166'856 | 166'856 | 4'515 CHF | 6'184 CHF | 99.24% | 99.24% |
07.05.2024 | 38.96% | 0.02 CHF | 0.03 CHF | 170'000 | 170'000 | 169'813 | 169'813 | 3'523 CHF | 5'223 CHF | 97.37% | 97.37% |
06.05.2024 | 33.95% | 0.02 CHF | 0.03 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 4'170 CHF | 5'870 CHF | 100.00% | 100.00% |
03.05.2024 | 33.39% | 0.02 CHF | 0.03 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 4'247 CHF | 5'947 CHF | 100.00% | 100.00% |
02.05.2024 | 33.09% | 0.02 CHF | 0.03 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 4'293 CHF | 5'993 CHF | 100.00% | 100.00% |