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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 39.70% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'021 CHF | 1'926 CHF | 98.80% | 98.80% |
13.05.2024 | 28.28% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 495'602 | 50'000 | 15'246 CHF | 2'047 CHF | 94.00% | 94.00% |
10.05.2024 | 24.61% | 0.05 CHF | 0.06 CHF | 442'116 | 50'000 | 471'758 | 50'000 | 19'775 CHF | 2'686 CHF | 91.46% | 91.46% |
08.05.2024 | 29.96% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'817 CHF | 2'397 CHF | 86.23% | 86.23% |
07.05.2024 | 32.68% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'134 CHF | 2'243 CHF | 96.43% | 96.43% |
06.05.2024 | 29.38% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'547 CHF | 2'090 CHF | 99.79% | 99.79% |
03.05.2024 | 38.42% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'938 CHF | 2'031 CHF | 97.40% | 97.40% |
02.05.2024 | 34.46% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'979 CHF | 2'246 CHF | 92.63% | 92.63% |
30.04.2024 | 16.98% | 0.06 CHF | 0.07 CHF | 402'799 | 50'000 | 426'093 | 50'000 | 25'902 CHF | 3'609 CHF | 99.45% | 99.45% |
29.04.2024 | 14.17% | 0.06 CHF | 0.07 CHF | 451'823 | 50'000 | 383'662 | 50'000 | 26'608 CHF | 4'025 CHF | 99.32% | 99.32% |