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 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 49'477 | 5'000 CHF | 990 CHF | 13.75% | 98.95% |
14.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 499'998 | 50'000 | 5'000 CHF | 1'000 CHF | 1.11% | 97.16% |
13.05.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10.05.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.82% |
08.05.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.32% |
07.05.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.67% |
06.05.2024 | - | - CHF | 0.02 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03.05.2024 | - | - CHF | 0.02 CHF | 0 | 25'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.57% |
02.05.2024 | - | - CHF | 0.02 CHF | 0 | 37'500 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.85% |
30.04.2024 | 82.51% | 0.01 CHF | 0.02 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 409 CHF | 988 CHF | 29.32% | 74.66% |