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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 24.49% | 0.06 CHF | 0.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'025 CHF | 3'874 CHF | 99.50% | 99.50% |
16.05.2024 | 16.05% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'810 CHF | 6'762 CHF | 94.94% | 94.94% |
15.05.2024 | 18.12% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 99'732 | 25'119 CHF | 6'005 CHF | 97.44% | 97.44% |
14.05.2024 | 17.06% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 489'117 | 98'791 | 26'627 CHF | 6'365 CHF | 99.61% | 99.61% |
13.05.2024 | 18.56% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'533 CHF | 5'907 CHF | 85.38% | 85.38% |
10.05.2024 | 15.67% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'483 CHF | 6'897 CHF | 99.37% | 99.37% |
08.05.2024 | 17.97% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'378 CHF | 6'076 CHF | 99.85% | 99.85% |
07.05.2024 | 18.09% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'165 CHF | 6'033 CHF | 96.17% | 96.17% |
06.05.2024 | 16.64% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 27'749 CHF | 6'550 CHF | 100.00% | 100.00% |
03.05.2024 | 14.35% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 32'510 CHF | 7'502 CHF | 83.32% | 83.32% |