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 | 80.95% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 99'752 | 6'812 CHF | 3'092 CHF | 97.11% | 97.11% |
14.05.2024 | 43.14% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'100 CHF | 98.56% | 98.56% |
13.05.2024 | 43.14% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'100 CHF | 96.50% | 96.50% |
10.05.2024 | 43.14% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'100 CHF | 98.02% | 98.02% |
08.05.2024 | 59.06% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 8'411 CHF | 3'000 CHF | 99.74% | 99.74% |
07.05.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 3'000 CHF | 90.72% | 90.72% |
06.05.2024 | 58.81% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 8'432 CHF | 3'000 CHF | 97.92% | 97.92% |
03.05.2024 | 65.69% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 7'859 CHF | 3'000 CHF | 97.83% | 97.83% |
02.05.2024 | 50.22% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'149 CHF | 3'000 CHF | 99.41% | 99.41% |
30.04.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 98.23% | 98.23% |