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 | 12.38% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 38'043 CHF | 4'304 CHF | 81.98% | 81.98% |
15.05.2024 | 12.07% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 49'611 | 39'039 CHF | 4'369 CHF | 95.72% | 95.72% |
14.05.2024 | 13.78% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 33'919 CHF | 3'892 CHF | 98.41% | 98.41% |
13.05.2024 | 13.83% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 33'779 CHF | 3'878 CHF | 99.58% | 99.58% |
10.05.2024 | 15.27% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'286 CHF | 3'529 CHF | 81.66% | 81.66% |
08.05.2024 | 15.41% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'150 CHF | 3'515 CHF | 98.88% | 98.88% |
07.05.2024 | 19.39% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 23'522 CHF | 2'852 CHF | 94.15% | 94.15% |
06.05.2024 | 19.39% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 23'504 CHF | 2'850 CHF | 100.00% | 100.00% |
03.05.2024 | 21.16% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'343 CHF | 2'634 CHF | 98.25% | 98.25% |
02.05.2024 | 19.63% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 23'208 CHF | 2'821 CHF | 90.22% | 90.22% |