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 | 22.86% | 0.04 CHF | 0.05 CHF | 195'019 | 50'000 | 192'781 | 50'000 | 8'544 CHF | 2'789 CHF | 98.13% | 98.13% |
15.05.2024 | 28.98% | 0.04 CHF | 0.05 CHF | 204'090 | 50'000 | 250'300 | 49'489 | 8'299 CHF | 2'229 CHF | 98.93% | 98.93% |
14.05.2024 | 29.06% | 0.04 CHF | 0.05 CHF | 206'186 | 50'000 | 211'515 | 49'266 | 8'900 CHF | 2'776 CHF | 87.05% | 87.05% |
13.05.2024 | 27.26% | 0.04 CHF | 0.05 CHF | 263'300 | 50'000 | 256'663 | 50'000 | 9'560 CHF | 2'445 CHF | 94.59% | 94.59% |
10.05.2024 | 20.07% | 0.05 CHF | 0.06 CHF | 223'929 | 50'000 | 242'564 | 50'000 | 10'930 CHF | 2'776 CHF | 99.43% | 99.43% |
08.05.2024 | 29.14% | 0.03 CHF | 0.04 CHF | 343'905 | 50'000 | 303'783 | 50'000 | 9'396 CHF | 2'075 CHF | 100.00% | 100.00% |
07.05.2024 | 28.93% | 0.03 CHF | 0.04 CHF | 305'258 | 50'000 | 315'805 | 50'000 | 9'548 CHF | 2'024 CHF | 96.44% | 96.44% |
06.05.2024 | 28.75% | 0.03 CHF | 0.04 CHF | 368'460 | 50'000 | 368'691 | 50'000 | 11'023 CHF | 1'996 CHF | 98.42% | 98.42% |
03.05.2024 | 31.93% | 0.03 CHF | 0.04 CHF | 286'847 | 50'000 | 348'017 | 50'000 | 10'662 CHF | 2'121 CHF | 93.72% | 93.72% |
02.05.2024 | 39.96% | 0.03 CHF | 0.04 CHF | 413'633 | 50'000 | 370'451 | 50'000 | 10'272 CHF | 2'081 CHF | 94.62% | 94.62% |