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 | 38.31% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 13'332 CHF | 2'908 CHF | 98.70% | 98.70% |
15.05.2024 | 39.93% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 74'208 | 12'326 CHF | 2'699 CHF | 94.84% | 94.84% |
14.05.2024 | 105.32% | 0.01 CHF | 0.03 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 410 CHF | 1'299 CHF | 96.35% | 96.55% |
13.05.2024 | 30.88% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'032 CHF | 3'072 CHF | 95.93% | 95.93% |
10.05.2024 | 22.48% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'912 CHF | 4'113 CHF | 80.79% | 80.79% |
08.05.2024 | 20.67% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 22'528 CHF | 4'150 CHF | 55.95% | 55.95% |
07.05.2024 | 25.19% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 460'735 | 71'816 | 18'015 CHF | 3'567 CHF | 94.04% | 94.04% |
06.05.2024 | 22.56% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'935 CHF | 3'749 CHF | 96.42% | 96.42% |
03.05.2024 | 21.50% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 21'158 CHF | 3'933 CHF | 95.00% | 95.00% |
02.05.2024 | 23.25% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'763 CHF | 3'736 CHF | 98.83% | 98.83% |