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 | 15.96% | 0.08 CHF | 0.09 CHF | 160'000 | 160'000 | 159'706 | 159'706 | 9'362 CHF | 10'962 CHF | 100.00% | 100.00% |
14.05.2024 | 13.24% | 0.06 CHF | 0.07 CHF | 160'000 | 160'000 | 159'893 | 159'893 | 11'324 CHF | 12'924 CHF | 99.94% | 99.94% |
13.05.2024 | 12.46% | 0.07 CHF | 0.08 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 12'084 CHF | 13'684 CHF | 100.00% | 100.00% |
10.05.2024 | 12.58% | 0.08 CHF | 0.09 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 12'010 CHF | 13'610 CHF | 100.00% | 100.00% |
08.05.2024 | 19.09% | 0.06 CHF | 0.07 CHF | 160'000 | 160'000 | 166'854 | 166'854 | 8'024 CHF | 9'692 CHF | 99.24% | 99.24% |
07.05.2024 | 31.26% | 0.03 CHF | 0.04 CHF | 170'000 | 170'000 | 169'812 | 169'812 | 4'618 CHF | 6'318 CHF | 97.37% | 97.37% |
06.05.2024 | 22.09% | 0.03 CHF | 0.04 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 6'996 CHF | 8'696 CHF | 100.00% | 100.00% |
03.05.2024 | 22.42% | 0.03 CHF | 0.04 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 6'754 CHF | 8'454 CHF | 99.98% | 99.98% |
02.05.2024 | 22.67% | 0.04 CHF | 0.05 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 6'669 CHF | 8'369 CHF | 99.99% | 99.99% |
30.04.2024 | 17.68% | 0.05 CHF | 0.06 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 8'779 CHF | 10'480 CHF | 100.00% | 100.00% |