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 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'000 CHF | 8'000 CHF | 99.35% | 99.35% |
15.05.2024 | 11.79% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 99'750 | 40'120 CHF | 9'006 CHF | 98.88% | 98.88% |
14.05.2024 | 12.53% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'606 CHF | 8'521 CHF | 100.00% | 100.00% |
13.05.2024 | 13.12% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'686 CHF | 8'137 CHF | 100.00% | 100.00% |
10.05.2024 | 15.21% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 30'421 CHF | 14'169 CHF | 100.00% | 100.00% |
08.05.2024 | 18.19% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 24'989 CHF | 11'996 CHF | 100.00% | 100.00% |
07.05.2024 | 22.97% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 19'410 CHF | 9'764 CHF | 96.44% | 96.44% |
06.05.2024 | 26.09% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 16'955 CHF | 8'782 CHF | 100.00% | 100.00% |
03.05.2024 | 22.84% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 19'512 CHF | 9'805 CHF | 98.64% | 98.64% |
02.05.2024 | 20.40% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 22'259 CHF | 10'904 CHF | 99.13% | 99.13% |