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 | 37.89% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 499'403 | 499'403 | 10'722 CHF | 15'722 CHF | 100.00% | 100.00% |
15.05.2024 | 30.31% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 499'096 | 499'096 | 14'114 CHF | 19'114 CHF | 99.30% | 99.30% |
14.05.2024 | 23.47% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 18'893 CHF | 23'893 CHF | 99.80% | 99.80% |
13.05.2024 | 22.43% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 19'804 CHF | 24'804 CHF | 99.23% | 99.23% |
10.05.2024 | 20.69% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 21'691 CHF | 26'691 CHF | 100.00% | 100.00% |
08.05.2024 | 12.85% | 0.07 CHF | 0.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 36'495 CHF | 41'495 CHF | 96.89% | 96.89% |
07.05.2024 | 7.72% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 499'770 | 499'770 | 63'106 CHF | 68'106 CHF | 99.46% | 99.46% |
06.05.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 97'903 CHF | 102'903 CHF | 100.00% | 100.00% |
03.05.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 127'987 CHF | 132'987 CHF | 99.90% | 99.90% |
02.05.2024 | 3.47% | 0.32 CHF | 0.33 CHF | 500'000 | 500'000 | 500'000 | 499'999 | 142'092 CHF | 147'092 CHF | 99.61% | 99.61% |