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 | 109.09% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'000 CHF | 3'400 CHF | 16.32% | 98.09% |
14.05.2024 | 106.94% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'003 CHF | 3'300 CHF | 99.68% | 99.68% |
13.05.2024 | 58.44% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'190 CHF | 3'300 CHF | 99.26% | 99.26% |
10.05.2024 | 46.96% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 9'931 CHF | 3'200 CHF | 98.84% | 98.84% |
08.05.2024 | 29.44% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'792 CHF | 3'971 CHF | 96.78% | 96.78% |
07.05.2024 | 63.68% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 93'496 | 54'833 | 1'894 CHF | 2'118 CHF | 91.52% | 91.52% |
06.05.2024 | 11.22% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 42'208 CHF | 9'442 CHF | 98.68% | 98.68% |
03.05.2024 | 8.97% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 473'428 | 100'000 | 50'399 CHF | 11'664 CHF | 97.99% | 97.99% |
02.05.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 426'408 | 100'000 | 50'470 CHF | 12'861 CHF | 85.86% | 85.86% |
30.04.2024 | 8.43% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 444'534 | 100'000 | 50'523 CHF | 12'389 CHF | 100.00% | 100.00% |