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 | 24.03% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 18'665 CHF | 2'366 CHF | 94.40% | 94.40% |
15.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 49'752 | 20'000 CHF | 2'488 CHF | 98.73% | 98.73% |
14.05.2024 | 27.10% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 487'690 | 49'352 | 16'226 CHF | 2'140 CHF | 98.58% | 98.58% |
13.05.2024 | 26.75% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'436 CHF | 2'144 CHF | 100.00% | 100.00% |
10.05.2024 | 23.50% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 18'995 CHF | 2'399 CHF | 93.16% | 93.16% |
08.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 99.64% | 99.64% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'000 CHF | 92.49% | 92.49% |
06.05.2024 | 33.69% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'759 CHF | 1'776 CHF | 100.00% | 100.00% |
03.05.2024 | 37.49% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 11'096 CHF | 1'610 CHF | 96.17% | 96.17% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 97.17% | 97.17% |