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 | 10.38% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 408'893 | 177'680 | 40'266 CHF | 19'268 CHF | 90.96% | 90.96% |
15.05.2024 | 13.46% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 198'016 | 29'631 CHF | 13'422 CHF | 97.42% | 97.42% |
14.05.2024 | 19.00% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 467'799 | 191'950 | 21'125 CHF | 10'381 CHF | 86.05% | 86.05% |
13.05.2024 | 13.26% | 0.07 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 29'950 CHF | 13'678 CHF | 85.01% | 85.01% |
10.05.2024 | 14.27% | 0.06 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 27'471 CHF | 12'673 CHF | 93.10% | 93.10% |
08.05.2024 | 16.84% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 22'491 CHF | 10'647 CHF | 100.00% | 100.00% |
07.05.2024 | 17.16% | 0.05 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 21'948 CHF | 10'424 CHF | 98.83% | 98.83% |
06.05.2024 | 20.01% | 0.04 CHF | 0.05 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 18'529 CHF | 9'058 CHF | 100.00% | 100.00% |
03.05.2024 | 22.59% | 0.04 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 15'818 CHF | 7'927 CHF | 96.54% | 96.54% |
02.05.2024 | 19.34% | 0.03 CHF | 0.04 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 19'383 CHF | 9'390 CHF | 92.16% | 92.16% |