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 | 9.44% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 180'981 | 37'457 | 26'901 CHF | 5'755 CHF | 97.50% | 97.50% |
15.05.2024 | 7.29% | 0.13 CHF | 0.14 CHF | 405'216 | 50'000 | 372'739 | 49'229 | 49'271 CHF | 7'011 CHF | 31.89% | 31.89% |
14.05.2024 | 10.69% | 0.14 CHF | 0.15 CHF | 388'184 | 50'000 | 150'278 | 50'000 | 13'899 CHF | 5'121 CHF | 85.78% | 85.78% |
13.05.2024 | 17.68% | 0.07 CHF | 0.08 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 7'777 CHF | 3'092 CHF | 100.00% | 100.00% |
10.05.2024 | 15.52% | 0.06 CHF | 0.07 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 8'962 CHF | 3'487 CHF | 94.82% | 94.82% |
08.05.2024 | 14.84% | 0.06 CHF | 0.07 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 9'401 CHF | 3'634 CHF | 99.32% | 99.32% |
07.05.2024 | 19.03% | 0.06 CHF | 0.07 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 7'208 CHF | 2'903 CHF | 99.98% | 99.98% |
06.05.2024 | 20.11% | 0.05 CHF | 0.06 CHF | 150'000 | 50'000 | 149'334 | 49'867 | 6'764 CHF | 2'757 CHF | 100.00% | 100.00% |
03.05.2024 | 42.62% | 0.03 CHF | 0.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 780 CHF | 1'203 CHF | 94.78% | 94.78% |
02.05.2024 | 38.60% | 0.04 CHF | 0.05 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 1'267 CHF | 1'857 CHF | 99.09% | 99.09% |