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 | 13.28% | 0.07 CHF | 0.08 CHF | 380'197 | 50'000 | 405'444 | 50'000 | 28'672 CHF | 4'046 CHF | 95.60% | 95.60% |
15.05.2024 | 18.53% | 0.05 CHF | 0.06 CHF | 498'537 | 50'000 | 496'379 | 49'712 | 24'732 CHF | 2'980 CHF | 81.76% | 81.76% |
14.05.2024 | 25.28% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 486'926 | 49'312 | 17'774 CHF | 2'298 CHF | 90.82% | 90.82% |
13.05.2024 | 25.69% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'270 CHF | 2'227 CHF | 97.40% | 97.40% |
10.05.2024 | 28.31% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'203 CHF | 2'020 CHF | 100.00% | 100.00% |
08.05.2024 | 34.31% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'491 CHF | 1'749 CHF | 99.92% | 99.92% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 96.44% | 96.44% |
06.05.2024 | 43.43% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 497'614 | 49'874 | 10'432 CHF | 1'570 CHF | 98.83% | 98.83% |
03.05.2024 | 73.12% | 0.02 CHF | 0.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 415 CHF | 868 CHF | 98.64% | 98.64% |
02.05.2024 | 85.16% | 0.01 CHF | 0.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 319 CHF | 767 CHF | 99.13% | 99.13% |