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 | 16.39% | 0.10 CHF | 0.12 CHF | 25'000 | 25'000 | 62'138 | 32'428 | 7'501 CHF | 4'307 CHF | 68.81% | 68.81% |
15.05.2024 | 9.55% | 0.12 CHF | 0.14 CHF | 150'000 | 50'000 | 148'464 | 49'488 | 19'017 CHF | 6'969 CHF | 98.92% | 98.92% |
14.05.2024 | 12.97% | 0.13 CHF | 0.14 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 17'061 CHF | 6'464 CHF | 100.00% | 100.00% |
13.05.2024 | 12.42% | 0.10 CHF | 0.11 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 15'129 CHF | 5'715 CHF | 99.76% | 99.76% |
10.05.2024 | 10.40% | 0.10 CHF | 0.12 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 14'988 CHF | 5'545 CHF | 99.38% | 99.38% |
08.05.2024 | 14.54% | 0.10 CHF | 0.12 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 12'720 CHF | 4'902 CHF | 99.48% | 99.48% |
07.05.2024 | 18.95% | 0.07 CHF | 0.08 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 9'625 CHF | 3'876 CHF | 98.92% | 98.92% |
06.05.2024 | 18.76% | 0.06 CHF | 0.07 CHF | 150'000 | 50'000 | 149'334 | 49'867 | 9'099 CHF | 3'669 CHF | 100.00% | 100.00% |
03.05.2024 | 30.31% | 0.06 CHF | 0.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'475 CHF | 2'000 CHF | 98.23% | 98.23% |
02.05.2024 | 21.63% | 0.05 CHF | 0.07 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 8'458 CHF | 3'492 CHF | 98.26% | 98.26% |