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 | 46.93% | 0.02 CHF | 0.03 CHF | 314'668 | 50'000 | 368'543 | 49'759 | 6'376 CHF | 1'370 CHF | 98.90% | 98.90% |
14.05.2024 | 51.14% | 0.02 CHF | 0.03 CHF | 409'708 | 50'000 | 399'061 | 50'000 | 6'302 CHF | 1'291 CHF | 100.00% | 100.00% |
13.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 360'084 | 50'000 | 360'084 | 50'000 | 7'202 CHF | 1'500 CHF | 100.00% | 100.00% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 311'089 | 50'000 | 311'089 | 50'000 | 6'222 CHF | 1'500 CHF | 100.00% | 100.00% |
08.05.2024 | 62.81% | 0.01 CHF | 0.02 CHF | 408'718 | 50'000 | 428'875 | 50'000 | 4'905 CHF | 1'072 CHF | 98.86% | 98.86% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 71.98% | 96.43% |
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 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.93% |
02.05.2024 | - | - CHF | 0.02 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.40% |
30.04.2024 | - | - CHF | 0.02 CHF | 0 | 75'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |