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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 24'951 | 10'000 CHF | 749 CHF | 89.54% | 89.54% |
14.05.2024 | 38.84% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'509 CHF | 775 CHF | 88.47% | 88.47% |
13.05.2024 | 30.39% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 14'574 CHF | 979 CHF | 55.62% | 55.62% |
10.05.2024 | 26.91% | 0.04 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 16'306 CHF | 1'065 CHF | 80.20% | 80.20% |
08.05.2024 | 27.01% | 0.03 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 16'290 CHF | 1'064 CHF | 57.05% | 57.05% |
07.05.2024 | 30.38% | 0.05 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 22'068 | 16'052 CHF | 954 CHF | 69.75% | 69.75% |
06.05.2024 | 39.76% | 0.02 CHF | 0.03 CHF | 500'000 | 25'000 | 497'152 | 24'927 | 10'075 CHF | 756 CHF | 91.19% | 91.19% |
03.05.2024 | 74.75% | 0.01 CHF | 0.03 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 186 CHF | 392 CHF | 87.27% | 87.27% |
02.05.2024 | 57.88% | 0.03 CHF | 0.04 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 268 CHF | 479 CHF | 76.71% | 76.71% |
30.04.2024 | 54.33% | 0.02 CHF | 0.03 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 261 CHF | 450 CHF | 67.60% | 67.60% |