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 | 13.22% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 99'752 | 36'372 CHF | 8'267 CHF | 97.11% | 97.11% |
14.05.2024 | 11.10% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 42'708 CHF | 9'542 CHF | 98.56% | 98.56% |
13.05.2024 | 10.66% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 44'584 CHF | 9'917 CHF | 96.50% | 96.50% |
10.05.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 42'595 CHF | 9'519 CHF | 98.02% | 98.02% |
08.05.2024 | 17.17% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 27'046 CHF | 6'409 CHF | 99.74% | 99.74% |
07.05.2024 | 28.08% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'386 CHF | 4'077 CHF | 90.72% | 90.72% |
06.05.2024 | 20.75% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 22'218 CHF | 5'444 CHF | 97.92% | 97.92% |
03.05.2024 | 21.43% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'981 CHF | 5'196 CHF | 97.83% | 97.83% |
02.05.2024 | 21.95% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'341 CHF | 5'068 CHF | 99.41% | 99.41% |
30.04.2024 | 16.73% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 27'592 CHF | 6'518 CHF | 98.23% | 98.23% |