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 | 39.85% | 0.03 CHF | 0.05 CHF | 25'000 | 25'000 | 83'386 | 32'770 | 4'093 CHF | 2'156 CHF | 39.63% | 39.63% |
15.05.2024 | 23.74% | 0.05 CHF | 0.06 CHF | 215'502 | 50'000 | 211'304 | 49'585 | 11'584 CHF | 3'442 CHF | 92.97% | 92.97% |
14.05.2024 | 28.39% | 0.05 CHF | 0.07 CHF | 217'807 | 50'000 | 251'541 | 50'000 | 11'055 CHF | 2'945 CHF | 93.48% | 93.48% |
13.05.2024 | 24.07% | 0.03 CHF | 0.05 CHF | 291'422 | 50'000 | 289'550 | 50'000 | 11'391 CHF | 2'500 CHF | 99.76% | 99.76% |
10.05.2024 | 42.29% | 0.04 CHF | 0.05 CHF | 298'569 | 50'000 | 300'902 | 50'000 | 9'715 CHF | 2'467 CHF | 99.37% | 99.37% |
08.05.2024 | 36.22% | 0.04 CHF | 0.05 CHF | 317'529 | 50'000 | 384'459 | 50'000 | 9'866 CHF | 1'869 CHF | 99.48% | 99.48% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 96.44% | 96.44% |
06.05.2024 | 59.07% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 497'469 | 49'867 | 8'336 CHF | 1'487 CHF | 100.00% | 100.00% |
03.05.2024 | 100.54% | 0.01 CHF | 0.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 296 CHF | 880 CHF | 98.22% | 98.22% |
02.05.2024 | 55.84% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'463 CHF | 1'461 CHF | 95.59% | 95.59% |