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 | 33.33% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'500 CHF | 99.02% | 99.02% |
15.05.2024 | 32.19% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 49'495 | 25'403 CHF | 3'471 CHF | 98.90% | 98.90% |
14.05.2024 | 33.93% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'527 CHF | 3'451 CHF | 100.00% | 100.00% |
13.05.2024 | 37.41% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'851 CHF | 3'181 CHF | 100.00% | 100.00% |
10.05.2024 | 32.35% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'539 CHF | 3'401 CHF | 100.00% | 100.00% |
08.05.2024 | 35.93% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'945 CHF | 2'877 CHF | 98.83% | 98.83% |
07.05.2024 | 41.23% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'281 CHF | 2'610 CHF | 97.06% | 97.06% |
06.05.2024 | 41.09% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'023 CHF | 2'565 CHF | 100.00% | 100.00% |
03.05.2024 | 33.84% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 18'443 CHF | 2'584 CHF | 97.93% | 97.93% |
02.05.2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'500 CHF | 99.40% | 99.40% |