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 | 10.44% | 0.10 CHF | 0.11 CHF | 125'432 | 50'000 | 134'928 | 49'759 | 12'488 CHF | 5'123 CHF | 98.90% | 98.90% |
14.05.2024 | 11.08% | 0.09 CHF | 0.10 CHF | 139'425 | 50'000 | 140'542 | 50'000 | 12'011 CHF | 4'776 CHF | 99.97% | 99.97% |
13.05.2024 | 10.44% | 0.09 CHF | 0.10 CHF | 139'263 | 50'000 | 138'066 | 50'000 | 12'542 CHF | 5'044 CHF | 99.99% | 99.99% |
10.05.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 138'026 | 50'000 | 142'263 | 50'000 | 12'666 CHF | 4'952 CHF | 99.94% | 99.94% |
08.05.2024 | 12.87% | 0.08 CHF | 0.09 CHF | 156'706 | 50'000 | 157'166 | 50'000 | 11'467 CHF | 4'148 CHF | 98.86% | 98.86% |
07.05.2024 | 17.64% | 0.07 CHF | 0.08 CHF | 178'458 | 50'000 | 215'626 | 50'000 | 11'285 CHF | 3'174 CHF | 96.43% | 96.43% |
06.05.2024 | 23.46% | 0.04 CHF | 0.05 CHF | 263'932 | 50'000 | 263'826 | 50'000 | 10'044 CHF | 2'403 CHF | 100.00% | 100.00% |
03.05.2024 | 26.49% | 0.04 CHF | 0.05 CHF | 276'271 | 75'000 | 320'059 | 75'000 | 10'492 CHF | 3'246 CHF | 97.93% | 97.93% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 455'558 | 75'000 | 455'558 | 75'000 | 9'111 CHF | 2'250 CHF | 99.40% | 99.40% |
30.04.2024 | 30.55% | 0.02 CHF | 0.03 CHF | 339'063 | 75'000 | 338'019 | 75'000 | 9'550 CHF | 2'870 CHF | 100.00% | 100.00% |