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 | 37.82% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 499'093 | 499'093 | 10'787 CHF | 15'787 CHF | 99.30% | 99.30% |
14.05.2024 | 30.78% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 13'804 CHF | 18'804 CHF | 99.80% | 99.80% |
13.05.2024 | 29.04% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 14'728 CHF | 19'728 CHF | 99.23% | 99.23% |
10.05.2024 | 26.96% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 16'065 CHF | 21'065 CHF | 100.00% | 100.00% |
08.05.2024 | 18.09% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 25'170 CHF | 30'170 CHF | 96.89% | 96.89% |
07.05.2024 | 11.15% | 0.06 CHF | 0.07 CHF | 500'000 | 500'000 | 499'764 | 499'764 | 42'923 CHF | 47'923 CHF | 99.46% | 99.46% |
06.05.2024 | 7.20% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 67'141 CHF | 72'141 CHF | 100.00% | 100.00% |
03.05.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 88'990 CHF | 93'990 CHF | 99.90% | 99.90% |
02.05.2024 | 4.85% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 100'945 CHF | 105'945 CHF | 99.62% | 99.62% |
30.04.2024 | 5.53% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 499'738 | 499'738 | 88'109 CHF | 93'109 CHF | 99.99% | 99.99% |