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 | 57.25% | 0.04 CHF | 0.07 CHF | 349'384 | 25'000 | 351'702 | 25'000 | 12'070 CHF | 1'538 CHF | 87.08% | 87.08% |
15.05.2024 | 58.06% | 0.04 CHF | 0.06 CHF | 362'260 | 25'000 | 363'650 | 24'950 | 12'174 CHF | 1'510 CHF | 98.95% | 98.95% |
14.05.2024 | 59.14% | 0.04 CHF | 0.07 CHF | 348'634 | 25'000 | 391'783 | 25'000 | 12'806 CHF | 1'506 CHF | 99.48% | 99.48% |
13.05.2024 | 61.12% | 0.03 CHF | 0.06 CHF | 418'327 | 25'000 | 375'015 | 25'000 | 12'030 CHF | 1'504 CHF | 97.37% | 97.37% |
10.05.2024 | 59.24% | 0.03 CHF | 0.06 CHF | 371'478 | 25'000 | 375'318 | 25'000 | 12'309 CHF | 1'500 CHF | 99.37% | 99.37% |
08.05.2024 | 66.82% | 0.03 CHF | 0.06 CHF | 385'876 | 25'000 | 452'975 | 25'000 | 12'137 CHF | 1'340 CHF | 99.34% | 99.34% |
07.05.2024 | 69.45% | 0.03 CHF | 0.05 CHF | 466'849 | 25'000 | 474'816 | 25'000 | 11'666 CHF | 1'260 CHF | 15.06% | 15.06% |
06.05.2024 | 76.17% | 0.01 CHF | 0.04 CHF | 500'000 | 25'000 | 499'975 | 25'000 | 9'902 CHF | 1'110 CHF | 41.91% | 41.91% |
03.05.2024 | 89.69% | 0.01 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 7'856 CHF | 1'002 CHF | 98.04% | 98.04% |
02.05.2024 | 109.09% | 0.01 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'097 CHF | 877 CHF | 89.04% | 90.73% |