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 | 15.47% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 28'881 | 29'860 CHF | 2'008 CHF | 99.65% | 99.65% |
15.05.2024 | 12.32% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 28'964 | 38'755 CHF | 2'440 CHF | 97.57% | 97.57% |
14.05.2024 | 25.97% | 0.07 CHF | 0.12 CHF | 5'000 | 5'000 | 395'829 | 19'449 | 22'821 CHF | 1'363 CHF | 98.68% | 98.68% |
13.05.2024 | 17.71% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 28'884 | 26'017 CHF | 1'846 CHF | 99.56% | 99.56% |
10.05.2024 | 15.53% | 0.05 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 28'760 | 29'975 CHF | 1'970 CHF | 98.57% | 98.57% |
08.05.2024 | 23.24% | 0.06 CHF | 0.11 CHF | 5'000 | 5'000 | 395'817 | 19'409 | 31'412 CHF | 1'729 CHF | 99.65% | 99.65% |
07.05.2024 | 8.46% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 445'711 | 28'881 | 50'441 CHF | 3'487 CHF | 99.57% | 99.57% |
06.05.2024 | 7.82% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 410'373 | 28'879 | 50'459 CHF | 3'904 CHF | 99.65% | 99.65% |
03.05.2024 | 8.48% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 447'860 | 28'296 | 50'557 CHF | 3'518 CHF | 96.96% | 96.96% |
02.05.2024 | 7.49% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 393'551 | 28'958 | 50'532 CHF | 3'940 CHF | 99.20% | 99.20% |