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 | 14.82% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 41'698 CHF | 9'672 CHF | 100.00% | 100.00% |
16.05.2024 | 12.37% | 0.09 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 45'473 CHF | 10'297 CHF | 98.08% | 98.08% |
15.05.2024 | 14.40% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 99'247 | 41'277 CHF | 9'460 CHF | 98.11% | 98.11% |
14.05.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'000 CHF | 8'000 CHF | 99.12% | 99.12% |
13.05.2024 | 14.38% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 33'368 CHF | 7'702 CHF | 99.38% | 99.38% |
10.05.2024 | 20.97% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 23'690 CHF | 5'835 CHF | 99.42% | 99.42% |
08.05.2024 | 26.43% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 17'789 CHF | 4'623 CHF | 87.00% | 87.00% |
07.05.2024 | 43.95% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 11'058 CHF | 3'450 CHF | 96.57% | 96.57% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 100.00% | 100.00% |
03.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 95.43% | 95.43% |