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 | 20.83% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 28'417 CHF | 3'503 CHF | 84.78% | 84.78% |
15.05.2024 | 22.01% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 49'737 | 25'716 CHF | 3'174 CHF | 91.22% | 91.22% |
14.05.2024 | 47.23% | 0.04 CHF | 0.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 884 CHF | 1'422 CHF | 96.99% | 96.99% |
13.05.2024 | 31.76% | 0.05 CHF | 0.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'426 CHF | 1'959 CHF | 98.44% | 98.44% |
10.05.2024 | 26.08% | 0.07 CHF | 0.09 CHF | 25'000 | 25'000 | 211'695 | 34'826 | 13'295 CHF | 2'738 CHF | 83.34% | 83.34% |
08.05.2024 | 25.29% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'324 CHF | 2'484 CHF | 99.43% | 99.43% |
07.05.2024 | 35.99% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'013 CHF | 1'998 CHF | 95.49% | 95.49% |
06.05.2024 | 50.74% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'031 CHF | 1'990 CHF | 97.81% | 97.81% |
03.05.2024 | 61.08% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'211 CHF | 1'913 CHF | 92.03% | 92.03% |
02.05.2024 | 62.21% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'021 CHF | 1'906 CHF | 99.40% | 99.40% |