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 | 98.70% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'481 CHF | 99.02% | 99.02% |
15.05.2024 | 96.92% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'454 CHF | 97.95% | 98.90% |
14.05.2024 | 90.24% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 6'080 CHF | 1'560 CHF | 99.99% | 99.99% |
13.05.2024 | 86.17% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 7'060 CHF | 1'704 CHF | 100.00% | 100.00% |
10.05.2024 | 66.38% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'035 CHF | 1'999 CHF | 97.80% | 97.80% |
08.05.2024 | 55.52% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 497'108 | 50'000 | 14'040 CHF | 2'434 CHF | 98.77% | 98.77% |
07.05.2024 | 26.41% | 0.06 CHF | 0.08 CHF | 435'461 | 50'000 | 421'030 | 50'000 | 28'902 CHF | 4'489 CHF | 96.43% | 96.43% |
06.05.2024 | 22.41% | 0.08 CHF | 0.10 CHF | 368'987 | 50'000 | 382'221 | 50'000 | 30'930 CHF | 5'077 CHF | 100.00% | 100.00% |
03.05.2024 | 28.19% | 0.07 CHF | 0.09 CHF | 446'552 | 50'000 | 467'437 | 50'000 | 28'891 CHF | 4'112 CHF | 97.68% | 97.68% |
02.05.2024 | 28.91% | 0.06 CHF | 0.08 CHF | 461'980 | 50'000 | 455'384 | 50'000 | 28'553 CHF | 4'192 CHF | 99.40% | 99.40% |