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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 21.81% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 467'799 | 191'950 | 18'304 CHF | 9'242 CHF | 86.05% | 86.05% |
13.05.2024 | 15.65% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 24'666 CHF | 11'540 CHF | 85.01% | 85.01% |
10.05.2024 | 16.86% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 22'920 CHF | 10'851 CHF | 93.10% | 93.10% |
08.05.2024 | 18.30% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 20'262 CHF | 9'735 CHF | 100.00% | 100.00% |
07.05.2024 | 18.21% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 20'345 CHF | 9'768 CHF | 98.92% | 98.92% |
06.05.2024 | 21.69% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 16'864 CHF | 8'386 CHF | 100.00% | 100.00% |
03.05.2024 | 22.93% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 15'482 CHF | 7'793 CHF | 96.54% | 96.54% |
02.05.2024 | 19.23% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 19'459 CHF | 9'425 CHF | 92.16% | 92.16% |
30.04.2024 | 18.77% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 19'704 CHF | 9'514 CHF | 99.86% | 99.86% |
29.04.2024 | 16.51% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 22'800 CHF | 10'760 CHF | 99.89% | 99.89% |