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 | 22.33% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'978 CHF | 3'750 CHF | 97.53% | 97.53% |
16.05.2024 | 22.50% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'942 CHF | 3'748 CHF | 98.70% | 98.70% |
15.05.2024 | 21.54% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 74'208 | 21'708 CHF | 3'991 CHF | 94.94% | 94.94% |
14.05.2024 | 28.80% | 0.06 CHF | 0.09 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 2'275 CHF | 3'037 CHF | 96.88% | 96.88% |
13.05.2024 | 17.89% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 29'206 CHF | 5'234 CHF | 95.94% | 95.94% |
10.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'000 CHF | 4'500 CHF | 80.90% | 80.90% |
08.05.2024 | 18.47% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 25'396 CHF | 4'585 CHF | 58.65% | 58.65% |
07.05.2024 | 16.98% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 457'423 | 71'548 | 27'423 CHF | 5'023 CHF | 95.74% | 95.74% |
06.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'000 CHF | 5'250 CHF | 97.25% | 97.25% |
03.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 30'000 CHF | 5'250 CHF | 95.85% | 95.85% |