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 | 31.69% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 13'634 CHF | 2'795 CHF | 87.86% | 87.86% |
15.05.2024 | 35.83% | 0.03 CHF | 0.04 CHF | 459'713 | 75'000 | 488'979 | 74'158 | 11'697 CHF | 2'533 CHF | 88.98% | 88.98% |
14.05.2024 | 31.36% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 499'188 | 75'000 | 13'761 CHF | 2'818 CHF | 78.68% | 78.68% |
13.05.2024 | 29.78% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 486'558 | 75'000 | 14'245 CHF | 2'948 CHF | 95.93% | 95.93% |
10.05.2024 | 27.71% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 496'847 | 75'000 | 15'582 CHF | 3'102 CHF | 99.79% | 99.79% |
08.05.2024 | 28.64% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 14'970 CHF | 2'996 CHF | 90.40% | 90.40% |
07.05.2024 | 25.94% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 17'208 CHF | 3'331 CHF | 96.44% | 96.44% |
06.05.2024 | 38.20% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'787 CHF | 2'368 CHF | 92.46% | 92.46% |
03.05.2024 | 37.52% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 11'085 CHF | 2'413 CHF | 56.78% | 56.78% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 94.94% | 94.94% |