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 | 16.96% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 40'595 CHF | 16'032 CHF | 99.17% | 99.17% |
15.05.2024 | 35.82% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 18'136 CHF | 8'545 CHF | 94.74% | 94.74% |
14.05.2024 | 60.74% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 8'829 CHF | 5'443 CHF | 99.16% | 99.16% |
13.05.2024 | 72.77% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 6'821 CHF | 4'774 CHF | 98.53% | 98.53% |
10.05.2024 | 82.25% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 5'508 CHF | 4'336 CHF | 99.17% | 99.17% |
08.05.2024 | 72.08% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 6'881 CHF | 4'794 CHF | 99.17% | 99.17% |
07.05.2024 | 66.92% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'538 CHF | 5'013 CHF | 97.94% | 97.94% |
06.05.2024 | 76.63% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 6'064 CHF | 4'521 CHF | 99.17% | 99.17% |
03.05.2024 | 66.76% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'696 CHF | 5'065 CHF | 99.16% | 99.16% |
02.05.2024 | 59.69% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 8'959 CHF | 5'486 CHF | 99.14% | 99.14% |