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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 15.92% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 99'258 | 29'238 CHF | 6'799 CHF | 98.38% | 98.38% |
14.05.2024 | 13.96% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 489'127 | 98'792 | 33'585 CHF | 7'784 CHF | 99.71% | 99.71% |
13.05.2024 | 16.38% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'339 CHF | 6'668 CHF | 85.38% | 85.38% |
10.05.2024 | 14.04% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 33'289 CHF | 7'658 CHF | 99.37% | 99.37% |
08.05.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'084 CHF | 7'017 CHF | 99.85% | 99.85% |
07.05.2024 | 15.32% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'176 CHF | 7'035 CHF | 96.17% | 96.17% |
06.05.2024 | 14.16% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 32'996 CHF | 7'599 CHF | 100.00% | 100.00% |
03.05.2024 | 10.59% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 499'983 | 100'000 | 45'102 CHF | 10'021 CHF | 83.32% | 83.32% |
02.05.2024 | 15.23% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'490 CHF | 7'098 CHF | 99.11% | 99.11% |
30.04.2024 | 12.43% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'534 CHF | 8'707 CHF | 100.00% | 100.00% |