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 | 23.22% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 99'483 | 19'239 CHF | 4'823 CHF | 95.47% | 95.47% |
14.05.2024 | 27.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 16'063 CHF | 4'213 CHF | 98.44% | 98.44% |
13.05.2024 | 28.16% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'622 CHF | 4'124 CHF | 99.69% | 99.69% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 97.49% | 97.49% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 99.97% | 99.97% |
07.05.2024 | 37.80% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'964 CHF | 3'193 CHF | 95.29% | 95.29% |
06.05.2024 | 30.81% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'019 CHF | 3'804 CHF | 100.00% | 100.00% |
03.05.2024 | 38.08% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'840 CHF | 3'168 CHF | 96.13% | 96.13% |
02.05.2024 | 30.91% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 13'975 CHF | 3'795 CHF | 99.13% | 99.13% |
30.04.2024 | 28.91% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'853 CHF | 3'971 CHF | 96.89% | 96.89% |