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 | 8.41% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 424'151 | 100'000 | 50'537 CHF | 13'024 CHF | 97.20% | 97.20% |
15.05.2024 | 7.55% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 384'236 | 99'230 | 50'588 CHF | 14'132 CHF | 98.15% | 98.15% |
14.05.2024 | 9.99% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 499'295 | 100'000 | 47'864 CHF | 10'594 CHF | 100.00% | 100.00% |
13.05.2024 | 9.36% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 480'436 | 100'000 | 50'279 CHF | 11'517 CHF | 99.37% | 99.37% |
10.05.2024 | 13.10% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 36'626 CHF | 8'325 CHF | 100.00% | 100.00% |
08.05.2024 | 14.48% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 32'256 CHF | 7'451 CHF | 97.77% | 97.77% |
07.05.2024 | 13.47% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 89'028 | 54'805 | 10'836 CHF | 8'027 CHF | 92.05% | 92.05% |
06.05.2024 | 30.71% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'064 CHF | 3'813 CHF | 98.68% | 98.68% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 98.00% | 98.00% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 85.86% | 85.86% |