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 | 10.37% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 49'752 | 45'854 CHF | 5'059 CHF | 98.95% | 98.95% |
14.05.2024 | 12.56% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 37'882 CHF | 4'288 CHF | 97.15% | 97.15% |
13.05.2024 | 16.90% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 27'292 CHF | 3'229 CHF | 100.00% | 100.00% |
10.05.2024 | 15.44% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'904 CHF | 3'490 CHF | 94.82% | 94.82% |
08.05.2024 | 15.24% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'363 CHF | 3'536 CHF | 99.32% | 99.32% |
07.05.2024 | 17.83% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'621 CHF | 3'062 CHF | 99.98% | 99.98% |
06.05.2024 | 18.49% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 497'469 | 49'867 | 24'640 CHF | 2'969 CHF | 100.00% | 100.00% |
03.05.2024 | 34.04% | 0.04 CHF | 0.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'007 CHF | 1'425 CHF | 94.77% | 94.77% |
02.05.2024 | 35.01% | 0.04 CHF | 0.06 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'568 CHF | 2'227 CHF | 99.09% | 99.09% |
30.04.2024 | 26.87% | 0.03 CHF | 0.05 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 2'100 CHF | 2'664 CHF | 81.23% | 81.23% |