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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 116.67% | 0.01 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'900 CHF | 4.41% | 99.21% |
17.04.2024 | 116.67% | 0.01 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'900 CHF | 34.89% | 85.30% |
16.04.2024 | - | - CHF | 0.04 CHF | 0 | 25'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.04.2024 | - | - CHF | 0.04 CHF | 0 | 25'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 6.40% |
12.04.2024 | 107.19% | 0.01 CHF | 0.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 344 CHF | 1'094 CHF | 66.34% | 99.12% |
11.04.2024 | 106.30% | 0.01 CHF | 0.04 CHF | 25'000 | 25'000 | 24'840 | 24'840 | 358 CHF | 1'118 CHF | 97.55% | 98.25% |
10.04.2024 | 62.00% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 496'645 | 49'803 | 11'229 CHF | 2'104 CHF | 98.90% | 98.90% |
09.04.2024 | 64.92% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'315 CHF | 2'015 CHF | 100.00% | 100.00% |
08.04.2024 | 80.54% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'651 CHF | 1'985 CHF | 98.65% | 98.65% |
05.04.2024 | 103.22% | 0.02 CHF | 0.04 CHF | 500'000 | 50'000 | 494'867 | 49'730 | 6'400 CHF | 1'951 CHF | 98.03% | 99.10% |