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 | 21.80% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 99'752 | 20'595 CHF | 5'109 CHF | 97.11% | 97.11% |
14.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 98.56% | 98.56% |
13.05.2024 | 21.07% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'423 CHF | 5'285 CHF | 96.50% | 96.50% |
10.05.2024 | 19.17% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 23'780 CHF | 5'756 CHF | 98.02% | 98.02% |
08.05.2024 | 16.04% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 28'858 CHF | 6'772 CHF | 99.74% | 99.74% |
07.05.2024 | 12.19% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'648 CHF | 8'730 CHF | 90.72% | 90.72% |
06.05.2024 | 13.08% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 35'839 CHF | 8'168 CHF | 97.92% | 97.92% |
03.05.2024 | 12.14% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 38'795 CHF | 8'759 CHF | 97.84% | 97.84% |
02.05.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 40'435 CHF | 9'087 CHF | 99.41% | 99.41% |
30.04.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'997 CHF | 7'999 CHF | 98.23% | 98.23% |