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 | 15.85% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 52'696 CHF | 20'565 CHF | 99.12% | 99.12% |
14.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 899'998 | 300'000 | 54'191 CHF | 21'064 CHF | 99.27% | 99.27% |
13.05.2024 | 17.38% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 49'045 CHF | 19'348 CHF | 98.75% | 98.75% |
10.05.2024 | 27.79% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 28'109 CHF | 12'370 CHF | 99.27% | 99.27% |
08.05.2024 | 28.19% | 0.03 CHF | 0.04 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 27'544 CHF | 12'181 CHF | 99.27% | 99.27% |
07.05.2024 | 21.83% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 36'907 CHF | 15'302 CHF | 98.03% | 98.03% |
06.05.2024 | 19.24% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 42'718 CHF | 17'239 CHF | 99.27% | 99.27% |
03.05.2024 | 18.35% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 44'635 CHF | 17'878 CHF | 99.10% | 99.10% |
02.05.2024 | 15.61% | 0.06 CHF | 0.07 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 53'288 CHF | 20'763 CHF | 99.24% | 99.24% |
30.04.2024 | 13.73% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 61'278 CHF | 23'426 CHF | 98.01% | 98.01% |