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 | 22.02% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'256 CHF | 5'051 CHF | 94.94% | 94.94% |
15.05.2024 | 26.28% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 99'238 | 16'801 CHF | 4'322 CHF | 98.39% | 98.39% |
14.05.2024 | 22.57% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 489'127 | 98'792 | 19'945 CHF | 5'027 CHF | 99.71% | 99.71% |
13.05.2024 | 27.18% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 16'099 CHF | 4'220 CHF | 85.38% | 85.38% |
10.05.2024 | 22.19% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'035 CHF | 5'007 CHF | 99.37% | 99.37% |
08.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 99.85% | 99.85% |
07.05.2024 | 23.25% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'192 CHF | 4'838 CHF | 97.62% | 97.62% |
06.05.2024 | 21.10% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'389 CHF | 5'278 CHF | 100.00% | 100.00% |
03.05.2024 | 15.73% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'581 CHF | 6'916 CHF | 83.31% | 83.31% |
02.05.2024 | 22.66% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'667 CHF | 4'933 CHF | 87.75% | 87.75% |