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 | 111.11% | 0.01 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 2'625 CHF | 94.60% | 98.70% |
15.05.2024 | 106.98% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 497'050 | 74'789 | 4'971 CHF | 2'468 CHF | 73.87% | 94.63% |
14.05.2024 | - | - CHF | 0.03 CHF | 0 | 37'500 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.55% |
13.05.2024 | 110.93% | 0.01 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'016 CHF | 2'625 CHF | 95.94% | 95.94% |
10.05.2024 | 54.78% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'979 CHF | 2'625 CHF | 80.69% | 80.69% |
08.05.2024 | 49.46% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 499'171 | 74'927 | 10'565 CHF | 2'609 CHF | 53.39% | 53.39% |
07.05.2024 | 63.89% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 457'682 | 71'569 | 8'512 CHF | 2'439 CHF | 86.13% | 86.13% |
06.05.2024 | 56.09% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'630 CHF | 2'550 CHF | 96.13% | 96.13% |
03.05.2024 | 51.51% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'079 CHF | 2'558 CHF | 95.84% | 95.84% |
02.05.2024 | 58.44% | 0.01 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'424 CHF | 2'550 CHF | 99.13% | 99.13% |