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 | 18.47% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 37'210 CHF | 14'903 CHF | 99.17% | 99.17% |
15.05.2024 | 19.57% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 34'926 CHF | 14'142 CHF | 94.74% | 94.74% |
14.05.2024 | 18.03% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 37'896 CHF | 15'132 CHF | 99.16% | 99.16% |
13.05.2024 | 16.67% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 41'717 CHF | 16'406 CHF | 98.53% | 98.53% |
10.05.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 45'086 CHF | 17'529 CHF | 99.17% | 99.17% |
08.05.2024 | 16.79% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 41'221 CHF | 16'240 CHF | 99.17% | 99.17% |
07.05.2024 | 15.54% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 45'207 CHF | 17'569 CHF | 97.93% | 97.93% |
06.05.2024 | 19.03% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 35'925 CHF | 14'475 CHF | 99.17% | 99.17% |
03.05.2024 | 18.00% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 38'077 CHF | 15'192 CHF | 99.17% | 99.17% |
02.05.2024 | 22.25% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 29'973 CHF | 12'491 CHF | 99.14% | 99.14% |