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 | 18.13% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'101 CHF | 6'020 CHF | 96.66% | 96.66% |
15.05.2024 | 16.23% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 99'483 | 28'480 CHF | 6'660 CHF | 95.47% | 95.47% |
14.05.2024 | 17.87% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'554 CHF | 6'111 CHF | 98.44% | 98.44% |
13.05.2024 | 18.75% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'509 CHF | 5'902 CHF | 99.69% | 99.69% |
10.05.2024 | 22.60% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'700 CHF | 4'940 CHF | 97.49% | 97.49% |
08.05.2024 | 23.97% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'627 CHF | 4'725 CHF | 99.97% | 99.97% |
07.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 95.30% | 95.30% |
06.05.2024 | 20.70% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'883 CHF | 5'377 CHF | 100.00% | 100.00% |
03.05.2024 | 22.00% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'273 CHF | 5'055 CHF | 96.12% | 96.12% |
02.05.2024 | 19.29% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 23'626 CHF | 5'725 CHF | 99.13% | 99.13% |