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 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 98.50% | 98.50% |
15.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 98.32% | 98.32% |
14.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 99.36% | 99.36% |
13.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 98.93% | 98.93% |
10.05.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'010 CHF | 7'503 CHF | 99.23% | 99.23% |
08.05.2024 | 24.95% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 745'977 | 248'659 | 27'432 CHF | 11'631 CHF | 98.61% | 98.61% |
07.05.2024 | 10.32% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 524'658 | 174'886 | 48'545 CHF | 17'931 CHF | 94.71% | 94.71% |
06.05.2024 | 7.18% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 452'450 | 150'817 | 61'091 CHF | 21'872 CHF | 99.36% | 99.36% |
03.05.2024 | 8.35% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 515'313 | 171'771 | 59'184 CHF | 21'446 CHF | 99.27% | 99.27% |
02.05.2024 | 8.39% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 476'419 | 158'806 | 54'409 CHF | 19'724 CHF | 99.36% | 99.36% |