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 | 16.91% | 0.10 CHF | 0.12 CHF | 254'835 | 75'000 | 276'476 | 74'254 | 24'411 CHF | 7'786 CHF | 98.90% | 98.90% |
14.05.2024 | 17.25% | 0.08 CHF | 0.10 CHF | 285'300 | 75'000 | 286'330 | 75'000 | 24'276 CHF | 7'563 CHF | 99.97% | 99.97% |
13.05.2024 | 32.31% | 0.05 CHF | 0.06 CHF | 435'723 | 75'000 | 464'841 | 75'000 | 18'750 CHF | 4'207 CHF | 100.00% | 100.00% |
10.05.2024 | 29.61% | 0.04 CHF | 0.05 CHF | 474'433 | 75'000 | 496'783 | 75'000 | 16'361 CHF | 3'326 CHF | 100.00% | 100.00% |
08.05.2024 | 43.60% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 493'746 | 75'000 | 16'004 CHF | 3'777 CHF | 100.00% | 100.00% |
07.05.2024 | 31.38% | 0.05 CHF | 0.06 CHF | 416'224 | 75'000 | 442'588 | 75'000 | 19'492 CHF | 4'521 CHF | 97.06% | 97.06% |
06.05.2024 | 30.40% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 484'354 | 75'000 | 20'396 CHF | 4'279 CHF | 100.00% | 100.00% |
03.05.2024 | 30.47% | 0.05 CHF | 0.06 CHF | 470'888 | 75'000 | 442'838 | 75'000 | 21'288 CHF | 4'920 CHF | 97.92% | 97.92% |
02.05.2024 | 33.82% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 493'960 | 75'000 | 20'459 CHF | 4'370 CHF | 99.40% | 99.40% |
30.04.2024 | 54.44% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'251 CHF | 2'619 CHF | 79.48% | 100.00% |