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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 21.97% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'104 | 99'855 | 12'204 CHF | 5'060 CHF | 97.27% | 97.30% |
21.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'000 CHF | 6'000 CHF | 100.00% | 100.00% |
17.05.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 25'060 CHF | 6'012 CHF | 100.00% | 100.00% |
16.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'000 CHF | 7'000 CHF | 87.32% | 87.32% |
15.05.2024 | 17.67% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 99'752 | 26'473 CHF | 6'298 CHF | 97.11% | 97.11% |
14.05.2024 | 15.55% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'711 CHF | 6'942 CHF | 98.56% | 98.56% |
13.05.2024 | 15.50% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'799 CHF | 6'960 CHF | 96.50% | 96.50% |
10.05.2024 | 17.56% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 26'107 CHF | 6'221 CHF | 98.02% | 98.02% |
08.05.2024 | 19.86% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 442'351 | 100'000 | 20'622 CHF | 5'586 CHF | 99.74% | 99.74% |
07.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 12'000 CHF | 5'000 CHF | 90.72% | 90.72% |