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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 10.85% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 475'173 | 99'247 | 50'070 CHF | 11'673 CHF | 98.11% | 98.11% |
14.05.2024 | 13.66% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 41'350 CHF | 9'483 CHF | 99.13% | 99.13% |
13.05.2024 | 13.68% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 37'363 CHF | 8'554 CHF | 99.38% | 99.38% |
10.05.2024 | 24.00% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'387 CHF | 5'418 CHF | 99.42% | 99.42% |
08.05.2024 | 36.31% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 13'735 CHF | 3'926 CHF | 78.44% | 78.44% |
07.05.2024 | 66.46% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 6'058 CHF | 2'375 CHF | 96.57% | 96.57% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 100.00% | 100.00% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 95.43% | 95.43% |
02.05.2024 | 43.51% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'680 CHF | 2'990 CHF | 99.40% | 99.40% |
30.04.2024 | 30.96% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'686 CHF | 4'000 CHF | 99.38% | 99.38% |