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 | 16.63% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 37'182 | 37'182 | 2'115 CHF | 2'490 CHF | 100.00% | 100.00% |
15.05.2024 | 17.75% | 0.05 CHF | 0.06 CHF | 80'000 | 80'000 | 37'213 | 37'213 | 1'988 CHF | 2'362 CHF | 100.00% | 100.00% |
14.05.2024 | 16.38% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 37'282 | 37'282 | 2'145 CHF | 2'519 CHF | 100.00% | 100.00% |
13.05.2024 | 17.08% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 37'277 | 37'277 | 2'084 CHF | 2'459 CHF | 100.00% | 100.00% |
10.05.2024 | 17.38% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 37'278 | 37'278 | 2'055 CHF | 2'430 CHF | 100.00% | 100.00% |
08.05.2024 | 17.22% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 36'878 | 36'878 | 2'080 CHF | 2'450 CHF | 99.09% | 99.09% |
07.05.2024 | 15.31% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 37'281 | 37'281 | 2'310 CHF | 2'685 CHF | 99.95% | 99.95% |
06.05.2024 | 16.46% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 37'283 | 37'283 | 2'135 CHF | 2'509 CHF | 100.00% | 100.00% |
03.05.2024 | 16.78% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 37'279 | 37'279 | 2'124 CHF | 2'498 CHF | 99.96% | 99.96% |
02.05.2024 | 17.00% | 0.05 CHF | 0.06 CHF | 80'000 | 80'000 | 37'286 | 37'286 | 2'013 CHF | 2'387 CHF | 99.98% | 99.98% |