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 | 41.38% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 196'242 | 66'249 | 9'327 CHF | 3'975 CHF | 95.64% | 95.64% |
15.05.2024 | 89.19% | 0.01 CHF | 0.05 CHF | 50'000 | 50'000 | 400'048 | 88'094 | 7'783 CHF | 3'964 CHF | 95.80% | 95.80% |
14.05.2024 | 95.22% | 0.02 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 8'183 CHF | 4'500 CHF | 95.09% | 95.09% |
13.05.2024 | 48.76% | 0.02 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'834 CHF | 4'727 CHF | 95.20% | 95.20% |
10.05.2024 | 27.05% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'633 CHF | 5'157 CHF | 98.55% | 98.55% |
08.05.2024 | 36.09% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 16'828 CHF | 4'816 CHF | 98.78% | 98.78% |
07.05.2024 | 53.78% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 12'855 CHF | 4'400 CHF | 95.92% | 95.92% |
06.05.2024 | 80.06% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'317 CHF | 4'300 CHF | 96.34% | 96.34% |
03.05.2024 | 111.29% | 0.01 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 6'437 CHF | 4'400 CHF | 97.82% | 97.82% |
02.05.2024 | 112.06% | 0.01 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 6'362 CHF | 4'400 CHF | 99.41% | 99.41% |