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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 107'317 CHF | 112'317 CHF | 100.00% | 100.00% |
21.05.2024 | 20.14% | 0.22 CHF | 0.27 CHF | 500'000 | 500'000 | 499'759 | 499'759 | 111'821 CHF | 136'812 CHF | 99.81% | 99.81% |
17.05.2024 | 19.66% | 0.24 CHF | 0.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 114'750 CHF | 139'750 CHF | 100.00% | 100.00% |
16.05.2024 | 24.10% | 0.18 CHF | 0.23 CHF | 500'000 | 500'000 | 499'375 | 499'375 | 91'255 CHF | 116'230 CHF | 100.00% | 100.00% |
15.05.2024 | 31.51% | 0.15 CHF | 0.20 CHF | 500'000 | 500'000 | 499'087 | 499'087 | 67'033 CHF | 91'997 CHF | 99.30% | 99.30% |
14.05.2024 | 40.63% | 0.11 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'097 CHF | 74'097 CHF | 99.79% | 99.79% |
13.05.2024 | 40.99% | 0.10 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 48'533 CHF | 73'533 CHF | 99.23% | 99.23% |
10.05.2024 | 47.14% | 0.09 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 40'743 CHF | 65'743 CHF | 100.00% | 100.00% |
08.05.2024 | 69.25% | 0.05 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 23'174 CHF | 47'815 CHF | 96.89% | 96.89% |
07.05.2024 | 16.55% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 499'769 | 499'769 | 27'821 CHF | 32'821 CHF | 99.46% | 99.46% |