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 | 14.87% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 49'752 | 31'926 CHF | 3'683 CHF | 98.73% | 98.73% |
14.05.2024 | 15.68% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 487'690 | 49'352 | 28'732 CHF | 3'402 CHF | 98.58% | 98.58% |
13.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'000 CHF | 3'500 CHF | 100.00% | 100.00% |
10.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 30'000 CHF | 3'500 CHF | 93.16% | 93.16% |
08.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 25'000 CHF | 3'000 CHF | 99.64% | 99.64% |
07.05.2024 | 16.38% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 28'216 CHF | 3'322 CHF | 92.49% | 92.49% |
06.05.2024 | 18.20% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 24'983 CHF | 2'998 CHF | 100.00% | 100.00% |
03.05.2024 | 20.06% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 22'671 CHF | 2'767 CHF | 96.17% | 96.17% |
02.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'500 CHF | 97.17% | 97.17% |
30.04.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'000 CHF | 2'500 CHF | 100.00% | 100.00% |