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 | 18.18% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'000 CHF | 30'000 CHF | 100.00% | 100.00% |
15.05.2024 | 18.12% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 997'036 | 499'012 | 50'036 CHF | 30'034 CHF | 100.00% | 100.00% |
14.05.2024 | 16.76% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 925'000 | 475'000 | 50'579 CHF | 30'723 CHF | 92.24% | 92.24% |
13.05.2024 | 16.44% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 912'843 | 466'895 | 50'969 CHF | 30'731 CHF | 100.00% | 100.00% |
10.05.2024 | 16.21% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 902'463 | 459'975 | 51'184 CHF | 30'678 CHF | 100.00% | 100.00% |
08.05.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 850'000 | 425'000 | 50'996 CHF | 29'748 CHF | 100.00% | 100.00% |
07.05.2024 | 14.80% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 807'337 | 410'621 | 50'488 CHF | 29'800 CHF | 100.00% | 100.00% |
06.05.2024 | 13.21% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 717'512 | 371'256 | 50'712 CHF | 29'953 CHF | 100.00% | 100.00% |
03.05.2024 | 13.05% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 704'590 | 365'562 | 50'449 CHF | 29'834 CHF | 97.87% | 97.87% |
02.05.2024 | 12.74% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 687'587 | 356'294 | 50'537 CHF | 29'751 CHF | 100.00% | 100.00% |