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 | 22.29% | 0.04 CHF | 0.05 CHF | 500'000 | 10'000 | 500'000 | 10'000 | 20'046 CHF | 501 CHF | 99.31% | 99.31% |
15.05.2024 | 26.74% | 0.04 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 19'747 | 16'777 CHF | 862 CHF | 90.14% | 90.14% |
14.05.2024 | 28.58% | 0.03 CHF | 0.04 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 15'001 CHF | 800 CHF | 99.90% | 99.90% |
13.05.2024 | 28.59% | 0.03 CHF | 0.04 CHF | 500'000 | 10'000 | 500'000 | 10'000 | 15'000 CHF | 400 CHF | 100.00% | 100.00% |
10.05.2024 | 29.41% | 0.03 CHF | 0.04 CHF | 500'000 | 10'000 | 500'000 | 10'000 | 16'051 CHF | 431 CHF | 91.65% | 91.65% |
08.05.2024 | 28.07% | 0.04 CHF | 0.05 CHF | 500'000 | 10'000 | 500'000 | 10'000 | 16'893 CHF | 447 CHF | 100.00% | 100.00% |
07.05.2024 | 44.47% | 0.03 CHF | 0.04 CHF | 500'000 | 10'000 | 500'000 | 10'000 | 15'133 CHF | 477 CHF | 98.68% | 98.68% |
06.05.2024 | 46.65% | 0.03 CHF | 0.04 CHF | 500'000 | 10'000 | 497'349 | 9'973 | 13'239 CHF | 422 CHF | 99.58% | 99.58% |
03.05.2024 | 82.83% | 0.02 CHF | 0.04 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 100 CHF | 243 CHF | 82.11% | 82.11% |
02.05.2024 | 69.74% | 0.02 CHF | 0.05 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 126 CHF | 257 CHF | 85.11% | 85.11% |