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 | 28.55% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'014 CHF | 3'002 CHF | 94.54% | 94.54% |
15.05.2024 | 33.42% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 74'482 | 12'972 CHF | 2'680 CHF | 97.72% | 97.72% |
14.05.2024 | 53.35% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 8'719 CHF | 2'193 CHF | 98.69% | 98.69% |
13.05.2024 | 39.08% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'402 CHF | 2'310 CHF | 99.37% | 99.37% |
10.05.2024 | 33.88% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'678 CHF | 2'652 CHF | 94.41% | 94.41% |
08.05.2024 | 34.91% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 12'245 CHF | 2'587 CHF | 98.92% | 98.92% |
07.05.2024 | 62.63% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 151'867 | 61'319 | 2'965 CHF | 2'094 CHF | 98.38% | 98.38% |
06.05.2024 | 85.71% | 0.01 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'500 CHF | 73.48% | 94.78% |
03.05.2024 | 82.37% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 2'401 CHF | 15.08% | 95.45% |
02.05.2024 | - | - CHF | 0.02 CHF | 0 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.98% |