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 | 54.55% | 0.04 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'000 CHF | 1'750 CHF | 87.69% | 87.69% |
15.05.2024 | 55.06% | 0.04 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 24'950 | 19'950 CHF | 1'752 CHF | 98.95% | 98.95% |
14.05.2024 | 54.54% | 0.04 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 20'000 CHF | 1'750 CHF | 99.68% | 99.68% |
13.05.2024 | 44.16% | 0.04 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 23'253 CHF | 1'817 CHF | 99.55% | 99.55% |
10.05.2024 | 36.74% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 24'197 CHF | 1'750 CHF | 100.00% | 100.00% |
08.05.2024 | 47.02% | 0.05 CHF | 0.07 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 19'763 CHF | 1'586 CHF | 100.00% | 100.00% |
07.05.2024 | 47.48% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 18'597 CHF | 1'500 CHF | 20.31% | 20.31% |
06.05.2024 | 66.48% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'014 CHF | 1'498 CHF | 41.91% | 41.91% |
03.05.2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'000 CHF | 1'250 CHF | 98.64% | 98.64% |
02.05.2024 | 85.42% | 0.02 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'000 CHF | 1'246 CHF | 99.13% | 99.13% |