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 | 25.63% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 262'408 | 37'495 | 11'774 CHF | 2'043 CHF | 97.80% | 97.80% |
15.05.2024 | 22.24% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 49'752 | 20'000 CHF | 2'488 CHF | 98.95% | 98.95% |
14.05.2024 | 25.81% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'178 CHF | 2'218 CHF | 97.15% | 97.15% |
13.05.2024 | 38.22% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'781 CHF | 1'578 CHF | 100.00% | 100.00% |
10.05.2024 | 35.42% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'002 CHF | 1'700 CHF | 94.82% | 94.82% |
08.05.2024 | 30.24% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'271 CHF | 1'927 CHF | 99.32% | 99.32% |
07.05.2024 | 39.92% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'035 CHF | 1'504 CHF | 99.98% | 99.98% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 497'469 | 49'867 | 9'949 CHF | 1'496 CHF | 100.00% | 100.00% |
03.05.2024 | 44.43% | 0.01 CHF | 0.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 484 CHF | 757 CHF | 94.77% | 94.77% |
02.05.2024 | 51.70% | 0.02 CHF | 0.03 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 746 CHF | 1'281 CHF | 99.09% | 99.09% |