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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 14.46% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 60'888 | 32'429 CHF | 4'689 CHF | 99.32% | 99.32% |
14.05.2024 | 14.81% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 61'284 | 31'394 CHF | 4'461 CHF | 95.82% | 95.82% |
13.05.2024 | 18.54% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 60'856 | 24'680 CHF | 3'658 CHF | 99.60% | 99.60% |
10.05.2024 | 19.05% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 60'660 | 23'959 CHF | 3'431 CHF | 98.58% | 98.58% |
08.05.2024 | 21.98% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 60'855 | 20'348 CHF | 3'070 CHF | 99.61% | 99.61% |
07.05.2024 | 18.48% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 499'998 | 61'426 | 24'666 CHF | 3'619 CHF | 94.62% | 94.62% |
06.05.2024 | 100.71% | 0.02 CHF | 0.07 CHF | 10'000 | 10'000 | 35'094 | 6'964 | 1'053 CHF | 472 CHF | 95.38% | 95.38% |
03.05.2024 | 67.69% | 0.06 CHF | 0.11 CHF | 5'000 | 5'000 | 4'659 | 4'659 | 233 CHF | 466 CHF | 72.65% | 72.65% |
02.05.2024 | 38.78% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 57'759 | 10'533 CHF | 1'791 CHF | 99.52% | 99.52% |
30.04.2024 | 28.54% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 56'666 | 15'023 CHF | 2'271 CHF | 97.11% | 97.11% |