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 | 11.30% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 41'860 CHF | 4'686 CHF | 96.11% | 96.11% |
15.05.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 49'535 | 34'997 CHF | 3'965 CHF | 85.12% | 85.12% |
14.05.2024 | 15.17% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 486'958 | 49'314 | 30'612 CHF | 3'598 CHF | 91.04% | 91.04% |
13.05.2024 | 15.62% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 29'592 CHF | 3'459 CHF | 97.50% | 97.50% |
10.05.2024 | 16.91% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 27'274 CHF | 3'227 CHF | 100.00% | 100.00% |
08.05.2024 | 19.84% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 22'947 CHF | 2'795 CHF | 99.92% | 99.92% |
07.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'500 CHF | 96.44% | 96.44% |
06.05.2024 | 22.33% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 497'614 | 49'874 | 20'362 CHF | 2'541 CHF | 98.83% | 98.83% |
03.05.2024 | 44.53% | 0.04 CHF | 0.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 779 CHF | 1'224 CHF | 98.64% | 98.64% |
02.05.2024 | 48.63% | 0.02 CHF | 0.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 720 CHF | 1'180 CHF | 99.13% | 99.13% |