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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 24.26% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 35'442 CHF | 4'521 CHF | 100.00% | 100.00% |
16.05.2024 | 18.86% | 0.09 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 45'776 CHF | 5'528 CHF | 99.02% | 99.02% |
15.05.2024 | 18.30% | 0.09 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 49'759 | 45'901 CHF | 5'486 CHF | 98.90% | 98.90% |
14.05.2024 | 17.74% | 0.09 CHF | 0.11 CHF | 500'000 | 50'000 | 494'358 | 50'000 | 46'349 CHF | 5'605 CHF | 84.30% | 84.30% |
13.05.2024 | 17.49% | 0.09 CHF | 0.11 CHF | 500'000 | 50'000 | 491'992 | 50'000 | 49'331 CHF | 5'980 CHF | 66.76% | 66.76% |
10.05.2024 | 15.12% | 0.11 CHF | 0.12 CHF | 488'851 | 50'000 | 449'804 | 50'000 | 50'407 CHF | 6'534 CHF | 77.48% | 77.48% |
08.05.2024 | 14.54% | 0.11 CHF | 0.13 CHF | 460'000 | 50'000 | 385'923 | 50'000 | 50'625 CHF | 7'655 CHF | 71.09% | 71.09% |
07.05.2024 | 11.22% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 277'235 | 50'000 | 50'650 CHF | 10'250 CHF | 96.43% | 96.43% |
06.05.2024 | 9.76% | 0.19 CHF | 0.21 CHF | 270'000 | 50'000 | 255'398 | 50'000 | 50'360 CHF | 10'885 CHF | 100.00% | 100.00% |
03.05.2024 | 11.58% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 300'047 | 50'000 | 50'883 CHF | 9'548 CHF | 97.68% | 97.68% |