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 | 163.64% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'000 CHF | 10'000 CHF | 6.22% | 99.45% |
15.05.2024 | 96.70% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 499'085 | 499'085 | 3'670 CHF | 10'007 CHF | 98.44% | 99.30% |
14.05.2024 | 40.73% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 10'123 CHF | 15'123 CHF | 99.77% | 99.77% |
13.05.2024 | 34.02% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 12'348 CHF | 17'348 CHF | 99.23% | 99.23% |
10.05.2024 | 22.41% | 0.03 CHF | 0.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 20'153 CHF | 25'153 CHF | 100.00% | 100.00% |
08.05.2024 | 6.53% | 0.13 CHF | 0.14 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 61'044 CHF | 65'144 CHF | 96.89% | 96.89% |
07.05.2024 | 3.31% | 0.21 CHF | 0.22 CHF | 280'000 | 280'000 | 279'826 | 279'826 | 84'803 CHF | 87'603 CHF | 100.00% | 100.00% |
06.05.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 136'121 CHF | 138'821 CHF | 100.00% | 100.00% |
03.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 174'009 CHF | 176'709 CHF | 99.88% | 99.88% |
02.05.2024 | 1.45% | 0.77 CHF | 0.78 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 192'450 CHF | 195'250 CHF | 99.60% | 99.60% |