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 | 37.39% | 0.04 CHF | 0.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 988 CHF | 1'440 CHF | 90.88% | 90.88% |
15.05.2024 | 38.44% | 0.05 CHF | 0.06 CHF | 25'000 | 25'000 | 24'707 | 24'707 | 990 CHF | 1'460 CHF | 80.29% | 80.29% |
14.05.2024 | 32.01% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 13'553 CHF | 1'855 CHF | 75.26% | 75.26% |
13.05.2024 | 27.55% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 492'332 | 50'000 | 15'521 CHF | 2'081 CHF | 80.73% | 80.73% |
10.05.2024 | 22.41% | 0.04 CHF | 0.05 CHF | 436'695 | 50'000 | 482'800 | 50'000 | 19'219 CHF | 2'493 CHF | 96.44% | 96.44% |
08.05.2024 | 35.25% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'080 CHF | 1'708 CHF | 92.22% | 92.22% |
07.05.2024 | 36.73% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 11'431 CHF | 1'643 CHF | 87.80% | 87.80% |
06.05.2024 | 34.36% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'466 CHF | 1'747 CHF | 84.13% | 84.13% |
03.05.2024 | 36.43% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 11'563 CHF | 1'656 CHF | 93.55% | 93.55% |
02.05.2024 | 33.78% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 12'723 CHF | 1'772 CHF | 94.18% | 94.18% |