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 | 13.83% | 0.07 CHF | 0.09 CHF | 142'891 | 50'000 | 141'534 | 50'000 | 11'245 CHF | 4'583 CHF | 75.74% | 75.74% |
15.05.2024 | 18.24% | 0.06 CHF | 0.08 CHF | 162'026 | 50'000 | 180'895 | 49'422 | 10'059 CHF | 3'335 CHF | 83.98% | 83.98% |
14.05.2024 | 24.72% | 0.05 CHF | 0.06 CHF | 193'211 | 50'000 | 208'890 | 49'377 | 9'573 CHF | 2'910 CHF | 99.89% | 99.89% |
13.05.2024 | 30.67% | 0.04 CHF | 0.05 CHF | 269'448 | 50'000 | 304'686 | 50'000 | 9'428 CHF | 2'113 CHF | 100.00% | 100.00% |
10.05.2024 | 22.27% | 0.04 CHF | 0.05 CHF | 228'493 | 50'000 | 243'887 | 50'000 | 9'772 CHF | 2'506 CHF | 100.00% | 100.00% |
08.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 234'947 | 50'000 | 210'018 | 50'000 | 10'859 CHF | 3'136 CHF | 100.00% | 100.00% |
07.05.2024 | 18.73% | 0.04 CHF | 0.05 CHF | 243'581 | 50'000 | 217'557 | 50'000 | 11'055 CHF | 3'080 CHF | 94.95% | 94.95% |
06.05.2024 | 14.43% | 0.06 CHF | 0.07 CHF | 206'137 | 50'000 | 185'683 | 50'000 | 12'831 CHF | 4'017 CHF | 100.00% | 100.00% |
03.05.2024 | 10.42% | 0.07 CHF | 0.09 CHF | 175'754 | 50'000 | 152'890 | 50'000 | 14'141 CHF | 5'141 CHF | 98.64% | 98.64% |
02.05.2024 | 12.27% | 0.10 CHF | 0.11 CHF | 153'048 | 50'000 | 157'538 | 50'000 | 14'004 CHF | 5'028 CHF | 99.13% | 99.13% |