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 | 24.81% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 35'073 CHF | 4'500 CHF | 99.02% | 99.02% |
15.05.2024 | 24.27% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 495'907 | 49'759 | 35'060 CHF | 4'481 CHF | 98.90% | 98.90% |
14.05.2024 | 23.67% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 36'720 CHF | 4'654 CHF | 99.99% | 99.99% |
13.05.2024 | 20.20% | 0.07 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 38'482 CHF | 4'710 CHF | 100.00% | 100.00% |
10.05.2024 | 20.84% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 40'751 CHF | 5'020 CHF | 97.80% | 97.80% |
08.05.2024 | 21.40% | 0.08 CHF | 0.10 CHF | 500'000 | 50'000 | 498'896 | 50'000 | 42'899 CHF | 5'327 CHF | 98.77% | 98.77% |
07.05.2024 | 16.82% | 0.11 CHF | 0.13 CHF | 460'000 | 50'000 | 436'512 | 50'000 | 50'501 CHF | 6'864 CHF | 96.43% | 96.43% |
06.05.2024 | 14.83% | 0.12 CHF | 0.14 CHF | 420'000 | 50'000 | 399'325 | 50'000 | 50'607 CHF | 7'359 CHF | 100.00% | 100.00% |
03.05.2024 | 16.88% | 0.12 CHF | 0.14 CHF | 420'000 | 50'000 | 450'531 | 50'000 | 50'524 CHF | 6'652 CHF | 97.68% | 97.68% |
02.05.2024 | 16.80% | 0.11 CHF | 0.13 CHF | 460'000 | 50'000 | 457'551 | 50'000 | 50'588 CHF | 6'545 CHF | 99.40% | 99.40% |