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 | 24.89% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'899 CHF | 2'290 CHF | 72.18% | 72.18% |
15.05.2024 | 23.90% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 49'606 | 18'757 CHF | 2'358 CHF | 94.55% | 94.55% |
14.05.2024 | 29.69% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'515 CHF | 1'951 CHF | 97.77% | 97.77% |
13.05.2024 | 28.89% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'911 CHF | 1'991 CHF | 93.81% | 93.81% |
10.05.2024 | 29.01% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 14'806 CHF | 1'981 CHF | 81.55% | 81.55% |
08.05.2024 | 32.55% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'266 CHF | 1'827 CHF | 97.89% | 97.89% |
07.05.2024 | 38.25% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'764 CHF | 1'576 CHF | 92.02% | 92.02% |
06.05.2024 | 39.88% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'053 CHF | 1'505 CHF | 100.00% | 100.00% |
03.05.2024 | 38.82% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'518 CHF | 1'552 CHF | 98.24% | 98.24% |
02.05.2024 | 41.22% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'790 CHF | 1'479 CHF | 85.88% | 85.88% |