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 | 42.75% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 493'115 | 99'180 | 9'346 CHF | 2'872 CHF | 91.32% | 91.32% |
14.05.2024 | 43.05% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'428 CHF | 2'886 CHF | 95.48% | 95.48% |
13.05.2024 | 52.69% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 7'621 CHF | 2'524 CHF | 95.44% | 95.44% |
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 | 97.86% | 97.86% |
08.05.2024 | 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% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'000 CHF | 95.73% | 95.73% |
06.05.2024 | 66.66% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 439'095 | 100'000 | 4'391 CHF | 2'000 CHF | 93.16% | 94.79% |
03.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 CHF | 2'000 CHF | 98.64% | 98.64% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 CHF | 2'000 CHF | 99.12% | 99.12% |
30.04.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 3'000 CHF | 2'000 CHF | 100.00% | 100.00% |