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 | 32.87% | 0.05 CHF | 0.07 CHF | 383'573 | 20'000 | 385'837 | 20'000 | 19'393 CHF | 1'400 CHF | 99.32% | 99.32% |
15.05.2024 | 33.06% | 0.05 CHF | 0.06 CHF | 425'804 | 20'000 | 456'059 | 19'809 | 18'896 CHF | 1'146 CHF | 98.76% | 98.76% |
14.05.2024 | 36.70% | 0.05 CHF | 0.07 CHF | 440'688 | 20'000 | 448'952 | 20'000 | 19'668 CHF | 1'268 CHF | 100.00% | 100.00% |
13.05.2024 | 30.32% | 0.05 CHF | 0.06 CHF | 455'464 | 20'000 | 426'955 | 20'000 | 21'130 CHF | 1'346 CHF | 100.00% | 100.00% |
10.05.2024 | 33.14% | 0.05 CHF | 0.07 CHF | 436'020 | 20'000 | 439'037 | 20'000 | 21'952 CHF | 1'397 CHF | 100.00% | 100.00% |
08.05.2024 | 36.03% | 0.05 CHF | 0.06 CHF | 452'628 | 20'000 | 456'752 | 20'000 | 19'106 CHF | 1'200 CHF | 100.00% | 100.00% |
07.05.2024 | 32.44% | 0.04 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 18'447 CHF | 1'018 CHF | 98.93% | 98.93% |
06.05.2024 | 41.11% | 0.03 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 16'600 CHF | 1'000 CHF | 100.00% | 100.00% |
03.05.2024 | 36.30% | 0.04 CHF | 0.05 CHF | 500'000 | 20'000 | 499'819 | 20'000 | 17'752 CHF | 1'018 CHF | 98.64% | 98.64% |
02.05.2024 | 36.85% | 0.04 CHF | 0.06 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 20'000 CHF | 1'165 CHF | 99.13% | 99.13% |