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 | 36.48% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 20'775 CHF | 9'925 CHF | 99.17% | 99.17% |
15.05.2024 | 57.41% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 12'125 CHF | 7'042 CHF | 99.37% | 99.37% |
14.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 9'000 CHF | 6'000 CHF | 99.15% | 99.15% |
13.05.2024 | 60.95% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 10'931 CHF | 6'644 CHF | 98.57% | 98.57% |
10.05.2024 | 41.20% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 17'594 CHF | 8'865 CHF | 99.17% | 99.17% |
08.05.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'049 CHF | 9'016 CHF | 99.17% | 99.17% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'000 CHF | 9'000 CHF | 97.93% | 97.93% |
06.05.2024 | 41.78% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 17'399 CHF | 8'800 CHF | 99.17% | 99.17% |
03.05.2024 | 44.56% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 16'462 CHF | 8'487 CHF | 99.16% | 99.16% |
02.05.2024 | 30.54% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 26'005 CHF | 11'668 CHF | 99.15% | 99.15% |