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 | 23.37% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 35'705 CHF | 4'511 CHF | 99.02% | 99.02% |
15.05.2024 | 23.02% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 49'759 | 35'770 CHF | 4'483 CHF | 98.90% | 98.90% |
14.05.2024 | 22.20% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 37'514 CHF | 4'678 CHF | 99.98% | 99.98% |
13.05.2024 | 20.09% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 40'908 CHF | 5'002 CHF | 100.00% | 100.00% |
10.05.2024 | 19.57% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 43'641 CHF | 5'309 CHF | 97.80% | 97.80% |
08.05.2024 | 18.71% | 0.09 CHF | 0.11 CHF | 500'000 | 50'000 | 477'012 | 50'000 | 47'025 CHF | 5'992 CHF | 83.86% | 83.86% |
07.05.2024 | 12.97% | 0.14 CHF | 0.17 CHF | 360'000 | 50'000 | 340'719 | 50'000 | 50'828 CHF | 8'516 CHF | 96.43% | 96.43% |
06.05.2024 | 11.94% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 316'249 | 50'000 | 51'113 CHF | 9'121 CHF | 100.00% | 100.00% |
03.05.2024 | 13.98% | 0.15 CHF | 0.17 CHF | 340'000 | 50'000 | 366'945 | 50'000 | 50'676 CHF | 7'965 CHF | 97.68% | 97.68% |
02.05.2024 | 14.11% | 0.14 CHF | 0.16 CHF | 360'000 | 50'000 | 362'624 | 50'000 | 50'475 CHF | 8'023 CHF | 99.40% | 99.40% |