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 | 52.87% | 0.02 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 40'623 | 14'605 CHF | 2'031 CHF | 98.89% | 98.89% |
15.05.2024 | 79.92% | 0.02 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 40'808 | 10'812 CHF | 2'040 CHF | 97.51% | 97.51% |
14.05.2024 | 84.32% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 40'996 | 10'202 CHF | 2'050 CHF | 97.10% | 97.10% |
13.05.2024 | 55.30% | 0.02 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 40'109 | 14'257 CHF | 2'005 CHF | 99.00% | 99.00% |
10.05.2024 | 22.48% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 40'160 | 22'647 CHF | 2'138 CHF | 97.15% | 97.15% |
08.05.2024 | 21.64% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 40'453 | 21'351 CHF | 2'229 CHF | 98.40% | 98.40% |
07.05.2024 | 23.35% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 40'490 | 19'810 CHF | 2'027 CHF | 98.75% | 98.75% |
06.05.2024 | 49.82% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 40'605 | 15'032 CHF | 2'030 CHF | 99.02% | 99.02% |
03.05.2024 | 73.92% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 40'833 | 11'651 CHF | 2'042 CHF | 96.99% | 96.99% |
02.05.2024 | 54.83% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 40'269 | 14'324 CHF | 2'013 CHF | 98.67% | 98.67% |