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 | 47.45% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 499'404 | 499'404 | 8'048 CHF | 13'048 CHF | 100.00% | 100.00% |
15.05.2024 | 40.20% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 499'100 | 499'100 | 9'999 CHF | 14'999 CHF | 99.30% | 99.30% |
14.05.2024 | 33.88% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 12'299 CHF | 17'299 CHF | 99.81% | 99.81% |
13.05.2024 | 32.54% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 12'874 CHF | 17'874 CHF | 99.23% | 99.23% |
10.05.2024 | 30.30% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 14'015 CHF | 19'015 CHF | 100.00% | 100.00% |
08.05.2024 | 21.67% | 0.04 CHF | 0.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 20'589 CHF | 25'589 CHF | 96.89% | 96.89% |
07.05.2024 | 14.83% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 499'766 | 499'766 | 31'632 CHF | 36'632 CHF | 100.00% | 100.00% |
06.05.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 55'604 CHF | 60'604 CHF | 100.00% | 100.00% |
03.05.2024 | 6.27% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 77'767 CHF | 82'767 CHF | 99.88% | 99.88% |
02.05.2024 | 5.67% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 86'020 CHF | 91'020 CHF | 99.61% | 99.61% |