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 | 16,94% | 0,05 CHF | 0,07 CHF | 366 873 | 50 000 | 325 096 | 50 000 | 19 531 CHF | 3 564 CHF | 77,52% | 77,52% |
15/05/2024 | 27,23% | 0,06 CHF | 0,07 CHF | 323 427 | 50 000 | 468 143 | 49 448 | 16 996 CHF | 2 397 CHF | 90,37% | 90,37% |
14/05/2024 | 39,70% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 13 021 CHF | 1 926 CHF | 98,80% | 98,80% |
13/05/2024 | 28,28% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 495 602 | 50 000 | 15 246 CHF | 2 047 CHF | 94,00% | 94,00% |
10/05/2024 | 24,61% | 0,05 CHF | 0,06 CHF | 442 116 | 50 000 | 471 758 | 50 000 | 19 775 CHF | 2 686 CHF | 91,46% | 91,46% |
08/05/2024 | 29,96% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 17 817 CHF | 2 397 CHF | 86,23% | 86,23% |
07/05/2024 | 32,68% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 16 134 CHF | 2 243 CHF | 96,43% | 96,43% |
06/05/2024 | 29,38% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 547 CHF | 2 090 CHF | 99,79% | 99,79% |
03/05/2024 | 38,42% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 13 938 CHF | 2 031 CHF | 97,40% | 97,40% |
02/05/2024 | 34,46% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 15 979 CHF | 2 246 CHF | 92,63% | 92,63% |