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 | 13.63% | 0.07 CHF | 0.09 CHF | 189'684 | 50'000 | 182'940 | 50'000 | 14'254 CHF | 4'476 CHF | 99.30% | 99.30% |
15.05.2024 | 14.79% | 0.08 CHF | 0.09 CHF | 192'629 | 50'000 | 204'341 | 49'490 | 13'550 CHF | 3'812 CHF | 98.93% | 98.93% |
14.05.2024 | 23.13% | 0.05 CHF | 0.06 CHF | 242'979 | 50'000 | 275'087 | 49'363 | 12'654 CHF | 2'877 CHF | 99.99% | 99.99% |
13.05.2024 | 22.68% | 0.04 CHF | 0.05 CHF | 283'505 | 50'000 | 284'676 | 50'000 | 12'043 CHF | 2'660 CHF | 100.00% | 100.00% |
10.05.2024 | 25.66% | 0.04 CHF | 0.06 CHF | 295'776 | 50'000 | 323'318 | 50'000 | 12'896 CHF | 2'593 CHF | 100.00% | 100.00% |
08.05.2024 | 18.47% | 0.04 CHF | 0.05 CHF | 299'695 | 50'000 | 252'639 | 50'000 | 13'926 CHF | 3'346 CHF | 100.00% | 100.00% |
07.05.2024 | 21.58% | 0.06 CHF | 0.07 CHF | 265'928 | 50'000 | 331'538 | 50'000 | 14'203 CHF | 2'686 CHF | 96.44% | 96.44% |
06.05.2024 | 20.14% | 0.03 CHF | 0.05 CHF | 371'240 | 50'000 | 292'003 | 50'000 | 13'951 CHF | 2'958 CHF | 100.00% | 100.00% |
03.05.2024 | 17.26% | 0.06 CHF | 0.07 CHF | 253'073 | 50'000 | 275'192 | 50'000 | 16'308 CHF | 3'527 CHF | 98.64% | 98.64% |
02.05.2024 | 16.87% | 0.05 CHF | 0.06 CHF | 340'997 | 50'000 | 275'043 | 50'000 | 15'547 CHF | 3'370 CHF | 99.13% | 99.13% |