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 | 109.09% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 3'400 CHF | 97.20% | 97.20% |
15.05.2024 | 109.09% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 99'260 | 5'000 CHF | 3'375 CHF | 98.09% | 98.09% |
14.05.2024 | 49.07% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'005 CHF | 3'302 CHF | 99.99% | 99.99% |
13.05.2024 | 34.88% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 13'728 CHF | 3'866 CHF | 99.36% | 99.36% |
10.05.2024 | 25.40% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 17'503 CHF | 4'501 CHF | 100.00% | 100.00% |
08.05.2024 | 20.46% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 22'186 CHF | 5'437 CHF | 96.78% | 96.78% |
07.05.2024 | 43.93% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 95'013 | 55'001 | 3'496 CHF | 2'882 CHF | 88.43% | 88.43% |
06.05.2024 | 6.38% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 335'888 | 100'000 | 50'936 CHF | 16'206 CHF | 98.68% | 98.68% |
03.05.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 275'075 | 100'000 | 50'900 CHF | 19'516 CHF | 97.95% | 97.95% |
02.05.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 248'054 | 100'000 | 50'326 CHF | 21'314 CHF | 85.86% | 85.86% |