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 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'000 CHF | 87.33% | 87.33% |
15.05.2024 | 21.13% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 99'752 | 21'801 CHF | 5'366 CHF | 97.11% | 97.11% |
14.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'000 CHF | 98.56% | 98.56% |
13.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'000 CHF | 96.49% | 96.49% |
10.05.2024 | 18.46% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'650 CHF | 5'930 CHF | 98.02% | 98.02% |
08.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 99.74% | 99.74% |
07.05.2024 | 28.21% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'287 CHF | 4'057 CHF | 90.72% | 90.72% |
06.05.2024 | 23.39% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'083 CHF | 4'817 CHF | 97.92% | 97.92% |
03.05.2024 | 22.99% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'397 CHF | 4'879 CHF | 97.83% | 97.83% |
02.05.2024 | 27.38% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'941 CHF | 4'188 CHF | 99.41% | 99.41% |