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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 31.03% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 499'837 | 17'823 | 36'962 CHF | 1'769 CHF | 92.14% | 92.14% |
16.05.2024 | 62.47% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 15'352 | 15'765 CHF | 909 CHF | 85.57% | 85.57% |
15.05.2024 | 72.87% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 20'236 | 11'432 CHF | 938 CHF | 99.60% | 99.60% |
14.05.2024 | 142.86% | 0.01 CHF | 0.06 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 50 CHF | 300 CHF | 3.42% | 3.42% |
13.05.2024 | 37.92% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 20'234 | 28'019 CHF | 1'635 CHF | 99.59% | 99.59% |
10.05.2024 | 46.79% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 20'097 | 21'066 CHF | 1'300 CHF | 98.57% | 98.57% |
08.05.2024 | 63.85% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 499'998 | 20'235 | 14'287 CHF | 1'069 CHF | 99.61% | 99.61% |
07.05.2024 | 73.58% | 0.02 CHF | 0.07 CHF | 5'000 | 5'000 | 403'448 | 11'458 | 12'396 CHF | 697 CHF | 99.60% | 99.60% |
06.05.2024 | 39.96% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 20'236 | 25'240 CHF | 1'426 CHF | 99.60% | 99.60% |
03.05.2024 | 52.52% | 0.03 CHF | 0.08 CHF | 5'000 | 5'000 | 414'810 | 12'492 | 20'733 CHF | 956 CHF | 99.62% | 99.62% |