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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 99.66% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 488'317 | 98'838 | 4'883 CHF | 2'955 CHF | 99.10% | 99.10% |
13.05.2024 | 97.45% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 445'605 | 100'000 | 4'456 CHF | 2'924 CHF | 81.99% | 81.99% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 99.37% | 99.37% |
08.05.2024 | 66.37% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'055 CHF | 2'011 CHF | 99.85% | 99.85% |
07.05.2024 | 65.44% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 6'712 CHF | 2'579 CHF | 98.60% | 98.60% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 100.00% | 100.00% |
03.05.2024 | 47.22% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 8'646 CHF | 2'729 CHF | 83.31% | 83.31% |
02.05.2024 | 92.72% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'095 CHF | 2'816 CHF | 99.11% | 99.11% |
30.04.2024 | 60.03% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 6'676 CHF | 2'404 CHF | 100.00% | 100.00% |
29.04.2024 | 65.65% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'191 CHF | 2'038 CHF | 100.00% | 100.00% |