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 | 26.78% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 196'141 | 66'238 | 11'400 CHF | 4'757 CHF | 98.89% | 98.89% |
15.05.2024 | 34.88% | 0.03 CHF | 0.05 CHF | 50'000 | 50'000 | 402'873 | 88'951 | 13'328 CHF | 4'064 CHF | 98.58% | 98.58% |
14.05.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'995 CHF | 4'000 CHF | 92.95% | 92.95% |
13.05.2024 | 22.73% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'939 CHF | 5'011 CHF | 95.75% | 95.75% |
10.05.2024 | 23.39% | 0.04 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'272 CHF | 5'378 CHF | 99.52% | 99.52% |
08.05.2024 | 27.61% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 16'018 CHF | 4'219 CHF | 98.96% | 98.96% |
07.05.2024 | 36.12% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 13'334 CHF | 3'795 CHF | 95.13% | 95.13% |
06.05.2024 | 49.03% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'006 CHF | 3'301 CHF | 94.73% | 94.73% |
03.05.2024 | 49.06% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'300 CHF | 95.69% | 95.69% |
02.05.2024 | 49.06% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'300 CHF | 99.41% | 99.41% |