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 | 70.04% | 0.02 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 11'455 CHF | 9'400 CHF | 92.60% | 92.60% |
14.05.2024 | 38.73% | 0.03 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 16'236 CHF | 9'548 CHF | 98.98% | 98.98% |
13.05.2024 | 31.93% | 0.03 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 17'787 CHF | 9'734 CHF | 95.49% | 95.49% |
10.05.2024 | 22.62% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 19'900 CHF | 9'984 CHF | 97.11% | 97.11% |
08.05.2024 | 15.19% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 30'464 CHF | 14'185 CHF | 99.32% | 99.32% |
07.05.2024 | 10.68% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 498'007 | 200'000 | 44'455 CHF | 19'870 CHF | 84.47% | 84.47% |
06.05.2024 | 6.84% | 0.14 CHF | 0.15 CHF | 360'000 | 200'000 | 359'131 | 200'000 | 50'690 CHF | 30'349 CHF | 92.67% | 92.67% |
03.05.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 268'048 | 200'000 | 50'668 CHF | 40'046 CHF | 92.90% | 92.90% |
02.05.2024 | 4.54% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 234'339 | 200'000 | 50'415 CHF | 45'244 CHF | 91.66% | 91.66% |
30.04.2024 | 5.14% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 267'590 | 200'000 | 50'746 CHF | 39'991 CHF | 96.27% | 96.27% |