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 | 22.75% | 0.07 CHF | 0.09 CHF | 222'646 | 50'000 | 230'322 | 50'000 | 14'896 CHF | 4'067 CHF | 93.22% | 93.22% |
15.05.2024 | 40.13% | 0.05 CHF | 0.06 CHF | 279'503 | 50'000 | 356'373 | 49'427 | 12'124 CHF | 2'561 CHF | 96.97% | 96.97% |
14.05.2024 | 85.09% | 0.02 CHF | 0.04 CHF | 429'647 | 50'000 | 494'643 | 50'000 | 6'960 CHF | 1'679 CHF | 96.93% | 96.93% |
13.05.2024 | 89.80% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'803 CHF | 1'492 CHF | 84.82% | 84.82% |
10.05.2024 | 81.67% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'006 CHF | 1'226 CHF | 99.90% | 99.90% |
08.05.2024 | 90.15% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'816 CHF | 1'499 CHF | 93.72% | 93.72% |
07.05.2024 | 95.07% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'406 CHF | 1'499 CHF | 91.03% | 91.03% |
06.05.2024 | 68.23% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'023 CHF | 85.35% | 86.92% |
03.05.2024 | 78.58% | 0.01 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'179 CHF | 94.51% | 94.51% |
02.05.2024 | 91.56% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'117 CHF | 1'395 CHF | 92.96% | 92.96% |