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 | 12.94% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 499'143 | 99'893 | 37'850 CHF | 8'616 CHF | 97.20% | 97.20% |
15.05.2024 | 11.28% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 99'230 | 42'796 CHF | 9'497 CHF | 98.15% | 98.15% |
14.05.2024 | 15.50% | 0.07 CHF | 0.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 30'318 CHF | 7'082 CHF | 100.00% | 100.00% |
13.05.2024 | 13.77% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'386 CHF | 7'890 CHF | 99.36% | 99.36% |
10.05.2024 | 20.22% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 23'036 CHF | 5'607 CHF | 100.00% | 100.00% |
08.05.2024 | 21.69% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'664 CHF | 5'133 CHF | 97.77% | 97.77% |
07.05.2024 | 18.75% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 93'247 | 54'805 | 7'852 CHF | 5'893 CHF | 92.05% | 92.05% |
06.05.2024 | 43.77% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'686 CHF | 3'000 CHF | 98.68% | 98.68% |
03.05.2024 | 99.98% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'001 CHF | 3'000 CHF | 98.00% | 98.00% |
02.05.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 3'000 CHF | 85.86% | 85.86% |