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 | 59.94% | 0.04 CHF | 0.07 CHF | 463'072 | 25'000 | 478'364 | 24'951 | 16'111 CHF | 1'551 CHF | 97.84% | 97.84% |
14.05.2024 | 71.14% | 0.04 CHF | 0.07 CHF | 476'906 | 25'000 | 492'549 | 25'000 | 13'370 CHF | 1'388 CHF | 97.69% | 97.69% |
13.05.2024 | 53.77% | 0.03 CHF | 0.06 CHF | 489'564 | 25'000 | 470'294 | 25'000 | 17'003 CHF | 1'567 CHF | 99.55% | 99.55% |
10.05.2024 | 72.84% | 0.04 CHF | 0.06 CHF | 466'615 | 25'000 | 498'681 | 25'000 | 12'149 CHF | 1'288 CHF | 99.32% | 99.32% |
08.05.2024 | 56.57% | 0.04 CHF | 0.07 CHF | 496'550 | 25'000 | 499'360 | 25'000 | 16'163 CHF | 1'445 CHF | 96.98% | 96.98% |
07.05.2024 | 66.51% | 0.04 CHF | 0.06 CHF | 500'000 | 25'000 | 300'810 | 25'000 | 9'030 CHF | 1'500 CHF | 14.12% | 20.27% |
06.05.2024 | 68.08% | 0.02 CHF | 0.04 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'513 CHF | 1'027 CHF | 40.77% | 40.77% |
03.05.2024 | 80.89% | 0.01 CHF | 0.04 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'398 CHF | 1'092 CHF | 93.41% | 93.41% |
02.05.2024 | 90.52% | 0.02 CHF | 0.05 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'200 CHF | 1'038 CHF | 85.87% | 91.19% |
30.04.2024 | 97.52% | 0.01 CHF | 0.03 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 1'021 CHF | 962 CHF | 94.65% | 94.65% |