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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 15'000 CHF | 6'000 CHF | 87.42% | 87.42% |
22.05.2024 | 17.51% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 408'517 | 99'864 | 21'614 CHF | 6'230 CHF | 76.47% | 76.47% |
21.05.2024 | 15.57% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 396'064 | 88'452 | 27'725 CHF | 7'172 CHF | 94.14% | 94.14% |
17.05.2024 | 18.61% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'784 CHF | 4'554 CHF | 99.50% | 99.50% |
16.05.2024 | 13.01% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 330'584 | 100'000 | 24'071 CHF | 8'208 CHF | 94.94% | 94.94% |
15.05.2024 | 13.45% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 341'267 | 99'210 | 23'675 CHF | 7'882 CHF | 98.42% | 98.42% |
14.05.2024 | 13.06% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 489'127 | 98'792 | 35'644 CHF | 8'196 CHF | 99.71% | 99.71% |
13.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'017 CHF | 8'003 CHF | 85.38% | 85.38% |
10.05.2024 | 13.20% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'410 CHF | 8'082 CHF | 99.37% | 99.37% |
08.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'000 CHF | 8'000 CHF | 99.85% | 99.85% |