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 | 9.68% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 499'588 | 200'000 | 49'160 CHF | 21'682 CHF | 98.59% | 98.59% |
15.05.2024 | 12.48% | 0.09 CHF | 0.10 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 37'970 CHF | 17'188 CHF | 94.34% | 94.34% |
14.05.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 34'943 CHF | 15'977 CHF | 98.98% | 98.98% |
13.05.2024 | 13.76% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 34'037 CHF | 15'615 CHF | 95.49% | 95.49% |
10.05.2024 | 15.73% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 29'431 CHF | 13'773 CHF | 97.14% | 97.14% |
08.05.2024 | 20.76% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 492'698 | 200'000 | 22'071 CHF | 10'945 CHF | 99.32% | 99.32% |
07.05.2024 | 25.66% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 315'942 | 200'000 | 12'251 CHF | 9'807 CHF | 84.47% | 84.47% |
06.05.2024 | 40.00% | 0.03 CHF | 0.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 6'000 CHF | 9'000 CHF | 92.67% | 92.67% |
03.05.2024 | 37.85% | 0.03 CHF | 0.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 5'999 CHF | 8'800 CHF | 92.31% | 92.31% |
02.05.2024 | 41.23% | 0.03 CHF | 0.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 5'933 CHF | 9'000 CHF | 93.09% | 93.09% |