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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 15.52% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'755 CHF | 6'951 CHF | 64.87% | 64.87% |
23.05.2024 | 13.91% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 33'585 CHF | 7'717 CHF | 99.51% | 99.51% |
22.05.2024 | 14.63% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 31'843 CHF | 7'369 CHF | 96.68% | 96.68% |
21.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'000 CHF | 7'000 CHF | 100.00% | 100.00% |
17.05.2024 | 15.13% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'612 CHF | 7'122 CHF | 100.00% | 100.00% |
16.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'000 CHF | 7'000 CHF | 99.35% | 99.35% |
15.05.2024 | 14.57% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 99'750 | 32'656 CHF | 7'532 CHF | 98.88% | 98.88% |
14.05.2024 | 14.72% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 31'622 CHF | 7'324 CHF | 99.98% | 99.98% |
13.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'000 CHF | 7'000 CHF | 100.00% | 100.00% |
10.05.2024 | 15.54% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 29'727 CHF | 13'891 CHF | 100.00% | 100.00% |