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 | 16.57% | 0.10 CHF | 0.12 CHF | 25'000 | 25'000 | 61'426 | 32'996 | 7'529 CHF | 4'472 CHF | 63.60% | 63.60% |
15.05.2024 | 10.88% | 0.12 CHF | 0.14 CHF | 139'137 | 50'000 | 138'482 | 49'569 | 17'629 CHF | 7'032 CHF | 93.03% | 93.03% |
14.05.2024 | 12.69% | 0.13 CHF | 0.14 CHF | 142'727 | 50'000 | 154'161 | 50'000 | 16'459 CHF | 6'086 CHF | 89.58% | 89.58% |
13.05.2024 | 14.75% | 0.09 CHF | 0.10 CHF | 166'028 | 50'000 | 166'565 | 50'000 | 15'068 CHF | 5'249 CHF | 94.19% | 94.19% |
10.05.2024 | 17.15% | 0.09 CHF | 0.10 CHF | 176'087 | 50'000 | 175'900 | 50'000 | 14'699 CHF | 4'958 CHF | 99.37% | 99.37% |
08.05.2024 | 17.05% | 0.09 CHF | 0.10 CHF | 171'374 | 50'000 | 214'247 | 50'000 | 13'497 CHF | 3'808 CHF | 98.35% | 98.35% |
07.05.2024 | 27.53% | 0.05 CHF | 0.06 CHF | 269'901 | 50'000 | 272'036 | 50'000 | 11'234 CHF | 2'729 CHF | 98.92% | 98.92% |
06.05.2024 | 24.94% | 0.04 CHF | 0.05 CHF | 326'296 | 50'000 | 326'284 | 49'867 | 11'989 CHF | 2'346 CHF | 100.00% | 100.00% |
03.05.2024 | 42.68% | 0.04 CHF | 0.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 975 CHF | 1'500 CHF | 97.13% | 97.13% |
02.05.2024 | 31.71% | 0.03 CHF | 0.05 CHF | 341'430 | 50'000 | 331'071 | 50'000 | 11'702 CHF | 2'421 CHF | 98.26% | 98.26% |