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 | 21.04% | 0.08 CHF | 0.10 CHF | 368'021 | 50'000 | 364'058 | 49'495 | 29'090 CHF | 4'886 CHF | 98.90% | 98.90% |
14.05.2024 | 22.22% | 0.08 CHF | 0.10 CHF | 346'926 | 50'000 | 346'926 | 50'000 | 27'754 CHF | 5'000 CHF | 100.00% | 100.00% |
13.05.2024 | 20.50% | 0.08 CHF | 0.10 CHF | 368'671 | 50'000 | 354'881 | 50'000 | 28'391 CHF | 4'918 CHF | 100.00% | 100.00% |
10.05.2024 | 20.21% | 0.09 CHF | 0.10 CHF | 349'153 | 50'000 | 348'421 | 50'000 | 28'475 CHF | 5'000 CHF | 100.00% | 100.00% |
08.05.2024 | 16.88% | 0.08 CHF | 0.10 CHF | 348'341 | 50'000 | 341'782 | 50'000 | 29'196 CHF | 5'058 CHF | 98.83% | 98.83% |
07.05.2024 | 13.90% | 0.09 CHF | 0.10 CHF | 350'916 | 50'000 | 364'306 | 50'000 | 30'830 CHF | 4'871 CHF | 96.43% | 96.43% |
06.05.2024 | 23.44% | 0.07 CHF | 0.09 CHF | 381'021 | 50'000 | 381'467 | 50'000 | 27'157 CHF | 4'500 CHF | 100.00% | 100.00% |
03.05.2024 | 17.09% | 0.07 CHF | 0.09 CHF | 379'869 | 50'000 | 377'048 | 50'000 | 28'636 CHF | 4'502 CHF | 97.93% | 97.93% |
02.05.2024 | 20.39% | 0.08 CHF | 0.09 CHF | 388'415 | 50'000 | 383'467 | 50'000 | 28'219 CHF | 4'509 CHF | 99.40% | 99.40% |
30.04.2024 | 17.53% | 0.07 CHF | 0.09 CHF | 383'742 | 50'000 | 371'316 | 50'000 | 30'661 CHF | 4'920 CHF | 99.99% | 99.99% |