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 | 120.00% | 0.01 CHF | 0.04 CHF | 50'000 | 50'000 | 49'619 | 49'619 | 496 CHF | 1'985 CHF | 98.42% | 98.42% |
14.05.2024 | 48.69% | 0.01 CHF | 0.03 CHF | 50'000 | 50'000 | 305'694 | 92'597 | 5'990 CHF | 2'765 CHF | 86.83% | 99.71% |
13.05.2024 | 42.38% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'554 CHF | 2'911 CHF | 85.38% | 85.38% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 99.37% | 99.37% |
08.05.2024 | 40.28% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'999 CHF | 3'010 CHF | 99.85% | 99.85% |
07.05.2024 | 44.97% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'873 CHF | 3'135 CHF | 98.65% | 98.65% |
06.05.2024 | 40.33% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'989 CHF | 3'008 CHF | 100.00% | 100.00% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'000 CHF | 83.31% | 83.31% |
02.05.2024 | 42.12% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'914 CHF | 3'045 CHF | 99.11% | 99.11% |
30.04.2024 | 41.97% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'000 CHF | 3'074 CHF | 100.00% | 100.00% |