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 | 24.74% | 0.03 CHF | 0.04 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 18'018 CHF | 11'509 CHF | 94.34% | 94.34% |
14.05.2024 | 18.29% | 0.04 CHF | 0.05 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 25'086 CHF | 15'043 CHF | 98.98% | 98.98% |
13.05.2024 | 18.12% | 0.05 CHF | 0.06 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 25'104 CHF | 15'052 CHF | 95.49% | 95.49% |
10.05.2024 | 15.55% | 0.06 CHF | 0.07 CHF | 500'000 | 250'000 | 500'000 | 250'000 | 29'732 CHF | 17'366 CHF | 97.11% | 97.11% |
08.05.2024 | 9.67% | 0.09 CHF | 0.10 CHF | 500'000 | 250'000 | 499'202 | 250'000 | 49'202 CHF | 27'145 CHF | 99.32% | 99.32% |
07.05.2024 | 6.86% | 0.12 CHF | 0.13 CHF | 420'000 | 250'000 | 360'135 | 250'000 | 50'678 CHF | 37'898 CHF | 84.47% | 84.47% |
06.05.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 251'580 | 250'000 | 52'778 CHF | 54'978 CHF | 92.67% | 92.67% |
03.05.2024 | 3.72% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 66'095 CHF | 68'595 CHF | 92.49% | 92.49% |
02.05.2024 | 3.50% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 70'505 CHF | 73'005 CHF | 93.02% | 93.02% |
30.04.2024 | 3.94% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 62'278 CHF | 64'778 CHF | 96.29% | 96.29% |