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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 44.63% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 499'101 | 499'101 | 8'743 CHF | 13'743 CHF | 99.31% | 99.31% |
14.05.2024 | 38.42% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 10'538 CHF | 15'538 CHF | 99.82% | 99.82% |
13.05.2024 | 37.48% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 10'853 CHF | 15'853 CHF | 99.23% | 99.23% |
10.05.2024 | 34.63% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 11'950 CHF | 16'950 CHF | 100.00% | 100.00% |
08.05.2024 | 26.35% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 16'489 CHF | 21'489 CHF | 96.90% | 96.90% |
07.05.2024 | 17.34% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 499'683 | 499'683 | 26'679 CHF | 31'679 CHF | 99.46% | 99.46% |
06.05.2024 | 11.19% | 0.08 CHF | 0.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 42'337 CHF | 47'337 CHF | 100.00% | 100.00% |
03.05.2024 | 8.44% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 57'150 CHF | 62'150 CHF | 99.91% | 99.91% |
02.05.2024 | 7.28% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 66'484 CHF | 71'484 CHF | 99.63% | 99.63% |
30.04.2024 | 8.14% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 499'730 | 499'730 | 59'005 CHF | 64'005 CHF | 100.00% | 100.00% |