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 | 18.44% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 37'015 CHF | 14'838 CHF | 99.17% | 99.17% |
15.05.2024 | 14.26% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 748'032 | 249'344 | 49'618 CHF | 19'033 CHF | 94.33% | 94.33% |
14.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 45'016 CHF | 17'505 CHF | 99.16% | 99.16% |
13.05.2024 | 14.69% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 47'592 CHF | 18'364 CHF | 98.53% | 98.53% |
10.05.2024 | 18.10% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 37'784 CHF | 15'095 CHF | 99.01% | 99.01% |
08.05.2024 | 24.79% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 749'995 | 249'998 | 28'002 CHF | 11'834 CHF | 98.84% | 98.84% |
07.05.2024 | 13.65% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 51'526 CHF | 19'675 CHF | 97.93% | 97.93% |
06.05.2024 | 13.93% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 50'316 CHF | 19'272 CHF | 99.17% | 99.17% |
03.05.2024 | 13.19% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 53'431 CHF | 20'310 CHF | 99.17% | 99.17% |
02.05.2024 | 23.33% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 29'849 CHF | 12'450 CHF | 99.15% | 99.15% |