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 | 17.44% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 24'953 | 26'438 CHF | 1'570 CHF | 94.35% | 94.35% |
14.05.2024 | 16.54% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 27'959 CHF | 1'648 CHF | 84.09% | 84.09% |
13.05.2024 | 15.29% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 30'236 CHF | 1'762 CHF | 94.44% | 94.44% |
10.05.2024 | 13.95% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 33'503 CHF | 1'925 CHF | 97.60% | 97.60% |
08.05.2024 | 14.34% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 498'367 | 24'957 | 32'582 CHF | 1'882 CHF | 60.63% | 60.63% |
07.05.2024 | 16.73% | 0.07 CHF | 0.08 CHF | 500'000 | 25'000 | 500'000 | 22'403 | 33'371 CHF | 1'763 CHF | 68.60% | 68.60% |
06.05.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 27'700 CHF | 1'635 CHF | 94.40% | 94.40% |
03.05.2024 | 36.24% | 0.04 CHF | 0.06 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 535 CHF | 768 CHF | 90.38% | 90.38% |
02.05.2024 | 30.16% | 0.05 CHF | 0.07 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 592 CHF | 800 CHF | 94.88% | 94.88% |
30.04.2024 | 32.70% | 0.05 CHF | 0.06 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 566 CHF | 784 CHF | 84.96% | 84.96% |