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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 80.60% | 0.02 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 CHF | 4'700 CHF | 97.27% | 97.27% |
21.05.2024 | 80.60% | 0.02 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 CHF | 4'700 CHF | 100.00% | 100.00% |
17.05.2024 | 78.79% | 0.02 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 CHF | 4'600 CHF | 91.88% | 91.88% |
16.05.2024 | 102.40% | 0.02 CHF | 0.05 CHF | 100'000 | 100'000 | 66'505 | 66'505 | 1'077 CHF | 2'993 CHF | 96.38% | 96.38% |
15.05.2024 | 88.66% | 0.01 CHF | 0.05 CHF | 50'000 | 50'000 | 88'095 | 88'095 | 1'645 CHF | 3'964 CHF | 95.81% | 95.81% |
14.05.2024 | 76.92% | 0.02 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 CHF | 4'500 CHF | 95.09% | 95.09% |
13.05.2024 | 76.92% | 0.02 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 CHF | 4'500 CHF | 95.20% | 95.20% |
10.05.2024 | 76.92% | 0.02 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 CHF | 4'500 CHF | 98.55% | 98.55% |
08.05.2024 | 76.92% | 0.02 CHF | 0.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 CHF | 4'500 CHF | 98.78% | 98.78% |
07.05.2024 | 75.00% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'000 CHF | 4'400 CHF | 95.92% | 95.92% |