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 | 18.52% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 24'793 CHF | 1'490 CHF | 87.34% | 87.34% |
15.05.2024 | 16.77% | 0.06 CHF | 0.07 CHF | 498'633 | 25'000 | 498'822 | 24'949 | 27'458 CHF | 1'623 CHF | 85.75% | 85.75% |
14.05.2024 | 16.41% | 0.06 CHF | 0.07 CHF | 497'728 | 25'000 | 499'848 | 25'000 | 28'155 CHF | 1'658 CHF | 94.18% | 94.18% |
13.05.2024 | 14.90% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 499'758 | 25'000 | 31'170 CHF | 1'809 CHF | 91.01% | 91.01% |
10.05.2024 | 13.07% | 0.07 CHF | 0.08 CHF | 477'580 | 25'000 | 465'455 | 25'000 | 33'361 CHF | 2'041 CHF | 93.71% | 93.71% |
08.05.2024 | 13.56% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 479'028 | 25'000 | 33'203 CHF | 1'998 CHF | 58.77% | 58.77% |
07.05.2024 | 15.87% | 0.09 CHF | 0.10 CHF | 443'015 | 25'000 | 475'658 | 21'945 | 33'289 CHF | 1'798 CHF | 70.35% | 70.35% |
06.05.2024 | 17.73% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 497'152 | 24'927 | 25'768 CHF | 1'543 CHF | 91.19% | 91.19% |
03.05.2024 | 36.55% | 0.04 CHF | 0.06 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 521 CHF | 753 CHF | 87.94% | 87.94% |
02.05.2024 | 29.61% | 0.05 CHF | 0.07 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 617 CHF | 829 CHF | 82.22% | 82.22% |