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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 19.37% | 0.05 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 23'528 CHF | 1'141 CHF | 80.51% | 80.51% |
23.05.2024 | 16.46% | 0.06 CHF | 0.07 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 28'085 CHF | 1'323 CHF | 99.50% | 99.50% |
22.05.2024 | 17.48% | 0.06 CHF | 0.07 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 26'305 CHF | 1'252 CHF | 96.90% | 96.90% |
21.05.2024 | 17.94% | 0.05 CHF | 0.06 CHF | 500'000 | 10'000 | 500'000 | 10'000 | 25'619 CHF | 612 CHF | 94.40% | 94.40% |
17.05.2024 | 13.78% | 0.06 CHF | 0.07 CHF | 500'000 | 10'000 | 488'361 | 10'000 | 33'100 CHF | 778 CHF | 91.58% | 91.58% |
16.05.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 439'282 | 10'000 | 449'592 | 10'000 | 36'209 CHF | 908 CHF | 99.31% | 99.31% |
15.05.2024 | 14.54% | 0.07 CHF | 0.08 CHF | 484'856 | 20'000 | 493'474 | 19'747 | 32'006 CHF | 1'480 CHF | 90.14% | 90.14% |
14.05.2024 | 15.45% | 0.06 CHF | 0.07 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 29'883 CHF | 1'395 CHF | 99.90% | 99.90% |
13.05.2024 | 15.94% | 0.06 CHF | 0.07 CHF | 500'000 | 10'000 | 500'000 | 10'000 | 30'393 CHF | 713 CHF | 100.00% | 100.00% |
10.05.2024 | 14.12% | 0.06 CHF | 0.07 CHF | 500'000 | 10'000 | 499'997 | 10'000 | 34'129 CHF | 786 CHF | 92.17% | 92.17% |