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 | 44.72% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'955 CHF | 3'751 CHF | 99.03% | 99.03% |
15.05.2024 | 39.36% | 0.04 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 74'496 | 17'565 CHF | 3'873 CHF | 98.90% | 98.90% |
14.05.2024 | 36.79% | 0.03 CHF | 0.05 CHF | 500'000 | 75'000 | 483'012 | 75'000 | 21'219 CHF | 4'764 CHF | 100.00% | 100.00% |
13.05.2024 | 32.88% | 0.05 CHF | 0.07 CHF | 453'573 | 75'000 | 470'923 | 75'000 | 23'658 CHF | 5'249 CHF | 100.00% | 100.00% |
10.05.2024 | 27.30% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 496'930 | 75'000 | 24'713 CHF | 4'923 CHF | 100.00% | 100.00% |
08.05.2024 | 22.49% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'804 CHF | 4'671 CHF | 98.83% | 98.83% |
07.05.2024 | 31.04% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 499'037 | 75'000 | 23'363 CHF | 4'793 CHF | 96.43% | 96.43% |
06.05.2024 | 31.90% | 0.05 CHF | 0.06 CHF | 494'957 | 75'000 | 499'676 | 75'000 | 24'984 CHF | 5'179 CHF | 100.00% | 100.00% |
03.05.2024 | 25.24% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 499'933 | 75'000 | 23'971 CHF | 4'628 CHF | 97.93% | 97.93% |
02.05.2024 | 41.36% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 16'610 CHF | 3'763 CHF | 99.40% | 99.40% |