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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 26.69% | 0.06 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 22'713 CHF | 2'958 CHF | 96.36% | 96.36% |
23.05.2024 | 23.96% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'838 CHF | 2'774 CHF | 98.32% | 98.32% |
22.05.2024 | 27.03% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'291 CHF | 2'521 CHF | 97.30% | 97.30% |
21.05.2024 | 22.01% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'276 CHF | 2'648 CHF | 91.81% | 91.81% |
17.05.2024 | 27.15% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'119 CHF | 2'633 CHF | 95.23% | 95.23% |
16.05.2024 | 20.83% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 28'417 CHF | 3'503 CHF | 84.78% | 84.78% |
15.05.2024 | 22.01% | 0.07 CHF | 0.08 CHF | 500'000 | 50'000 | 500'000 | 49'737 | 25'716 CHF | 3'174 CHF | 91.22% | 91.22% |
14.05.2024 | 47.23% | 0.04 CHF | 0.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 884 CHF | 1'422 CHF | 96.99% | 96.99% |
13.05.2024 | 31.76% | 0.05 CHF | 0.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'426 CHF | 1'959 CHF | 98.44% | 98.44% |
10.05.2024 | 26.08% | 0.07 CHF | 0.09 CHF | 25'000 | 25'000 | 211'695 | 34'826 | 13'295 CHF | 2'738 CHF | 83.34% | 83.34% |