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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 17.09% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 26'946 CHF | 6'389 CHF | 100.00% | 100.00% |
16.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'000 CHF | 87.33% | 87.33% |
15.05.2024 | 21.79% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 99'752 | 20'753 CHF | 5'146 CHF | 97.11% | 97.11% |
14.05.2024 | 20.99% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'528 CHF | 5'306 CHF | 98.56% | 98.56% |
13.05.2024 | 19.09% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 23'874 CHF | 5'775 CHF | 96.50% | 96.50% |
10.05.2024 | 18.38% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'759 CHF | 5'952 CHF | 98.02% | 98.02% |
08.05.2024 | 22.89% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'697 CHF | 4'939 CHF | 99.74% | 99.74% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 90.72% | 90.72% |
06.05.2024 | 24.42% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'270 CHF | 4'654 CHF | 97.92% | 97.92% |
03.05.2024 | 25.56% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 17'373 CHF | 4'475 CHF | 97.84% | 97.84% |