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 | 19.88% | 0.09 CHF | 0.11 CHF | 25'000 | 25'000 | 95'589 | 32'428 | 9'342 CHF | 3'616 CHF | 68.81% | 68.81% |
15.05.2024 | 14.60% | 0.10 CHF | 0.11 CHF | 263'143 | 50'000 | 262'253 | 49'488 | 26'462 CHF | 5'781 CHF | 98.95% | 98.95% |
14.05.2024 | 15.93% | 0.10 CHF | 0.11 CHF | 265'773 | 50'000 | 285'709 | 50'000 | 26'344 CHF | 5'418 CHF | 100.00% | 100.00% |
13.05.2024 | 11.23% | 0.08 CHF | 0.10 CHF | 305'701 | 50'000 | 305'357 | 50'000 | 27'300 CHF | 5'000 CHF | 99.76% | 99.76% |
10.05.2024 | 17.32% | 0.09 CHF | 0.10 CHF | 308'106 | 50'000 | 311'674 | 50'000 | 25'369 CHF | 4'844 CHF | 99.38% | 99.38% |
08.05.2024 | 18.37% | 0.09 CHF | 0.10 CHF | 307'707 | 50'000 | 357'000 | 50'000 | 24'917 CHF | 4'221 CHF | 99.48% | 99.48% |
07.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 432'076 | 50'000 | 432'076 | 50'000 | 25'925 CHF | 3'500 CHF | 96.44% | 96.44% |
06.05.2024 | 22.04% | 0.05 CHF | 0.07 CHF | 427'629 | 50'000 | 435'467 | 49'867 | 23'294 CHF | 3'327 CHF | 100.00% | 100.00% |
03.05.2024 | 35.98% | 0.05 CHF | 0.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'250 CHF | 1'802 CHF | 98.22% | 98.22% |
02.05.2024 | 21.73% | 0.05 CHF | 0.06 CHF | 443'361 | 50'000 | 445'064 | 50'000 | 22'630 CHF | 3'167 CHF | 98.26% | 98.26% |