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 | 50.43% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 198'542 | 66'505 | 5'926 CHF | 3'231 CHF | 96.38% | 96.38% |
15.05.2024 | 49.30% | 0.02 CHF | 0.05 CHF | 50'000 | 50'000 | 400'065 | 88'096 | 11'756 CHF | 3'967 CHF | 95.81% | 95.81% |
14.05.2024 | 73.96% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'401 CHF | 4'500 CHF | 95.09% | 95.09% |
13.05.2024 | 40.13% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'507 CHF | 95.20% | 95.20% |
10.05.2024 | 40.00% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'500 CHF | 98.55% | 98.55% |
08.05.2024 | 40.05% | 0.03 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'993 CHF | 4'500 CHF | 98.78% | 98.78% |
07.05.2024 | 43.22% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'277 CHF | 4'400 CHF | 95.92% | 95.92% |
06.05.2024 | 64.65% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 11'118 CHF | 4'300 CHF | 96.34% | 96.34% |
03.05.2024 | 75.00% | 0.02 CHF | 0.04 CHF | 100'000 | 100'000 | 355'707 | 100'000 | 7'114 CHF | 4'400 CHF | 97.82% | 97.82% |
02.05.2024 | 71.38% | 0.02 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 10'487 CHF | 4'400 CHF | 99.41% | 99.41% |