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 | 22.25% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'981 CHF | 4'996 CHF | 94.94% | 94.94% |
15.05.2024 | 22.36% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 99'732 | 19'894 CHF | 4'965 CHF | 97.34% | 97.34% |
14.05.2024 | 22.96% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 489'104 | 98'789 | 19'473 CHF | 4'924 CHF | 99.51% | 99.51% |
13.05.2024 | 25.04% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 17'778 CHF | 4'556 CHF | 85.38% | 85.38% |
10.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 99.37% | 99.37% |
08.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 99.85% | 99.85% |
07.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 96.17% | 96.17% |
06.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 100.00% | 100.00% |
03.05.2024 | 18.82% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'206 CHF | 5'841 CHF | 83.32% | 83.32% |
02.05.2024 | 23.31% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'140 CHF | 4'828 CHF | 99.11% | 99.11% |