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 | 13.95% | 0.06 CHF | 0.07 CHF | 180'000 | 180'000 | 179'739 | 179'739 | 12'033 CHF | 13'833 CHF | 100.00% | 100.00% |
15.05.2024 | 13.71% | 0.07 CHF | 0.08 CHF | 180'000 | 180'000 | 179'659 | 179'659 | 12'258 CHF | 14'058 CHF | 100.00% | 100.00% |
14.05.2024 | 15.53% | 0.06 CHF | 0.07 CHF | 180'000 | 180'000 | 180'142 | 180'142 | 10'704 CHF | 12'505 CHF | 100.00% | 100.00% |
13.05.2024 | 14.98% | 0.06 CHF | 0.07 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 11'120 CHF | 12'920 CHF | 100.00% | 100.00% |
10.05.2024 | 18.34% | 0.06 CHF | 0.07 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 9'499 CHF | 11'399 CHF | 100.00% | 100.00% |
08.05.2024 | 19.92% | 0.04 CHF | 0.05 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 8'606 CHF | 10'506 CHF | 99.08% | 99.08% |
07.05.2024 | 13.97% | 0.06 CHF | 0.07 CHF | 190'000 | 190'000 | 183'615 | 183'615 | 12'345 CHF | 14'185 CHF | 100.00% | 100.00% |
06.05.2024 | 39.75% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 4'037 CHF | 6'037 CHF | 100.00% | 100.00% |
03.05.2024 | 41.38% | 0.02 CHF | 0.03 CHF | 200'000 | 200'000 | 200'081 | 200'081 | 3'843 CHF | 5'844 CHF | 99.99% | 99.99% |
02.05.2024 | 40.90% | 0.02 CHF | 0.03 CHF | 210'000 | 210'000 | 207'522 | 207'522 | 4'044 CHF | 6'120 CHF | 100.00% | 100.00% |