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 | 43.80% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 499'109 | 499'109 | 8'941 CHF | 13'941 CHF | 100.00% | 100.00% |
14.05.2024 | 42.94% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 9'156 CHF | 14'156 CHF | 100.00% | 100.00% |
13.05.2024 | 37.68% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 10'784 CHF | 15'784 CHF | 100.00% | 100.00% |
10.05.2024 | 33.60% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 12'411 CHF | 17'411 CHF | 100.00% | 100.00% |
08.05.2024 | 38.84% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 10'391 CHF | 15'391 CHF | 99.63% | 99.63% |
07.05.2024 | 33.38% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 12'496 CHF | 17'496 CHF | 100.00% | 100.00% |
06.05.2024 | 32.47% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 12'907 CHF | 17'907 CHF | 100.00% | 100.00% |
03.05.2024 | 34.35% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 12'087 CHF | 17'087 CHF | 99.99% | 99.99% |
02.05.2024 | 24.36% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 18'041 CHF | 23'041 CHF | 100.00% | 100.00% |
30.04.2024 | 15.55% | 0.05 CHF | 0.06 CHF | 500'000 | 500'000 | 499'880 | 499'880 | 29'867 CHF | 34'867 CHF | 100.00% | 100.00% |