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 | 48.41% | 0.02 CHF | 0.03 CHF | 431'227 | 50'000 | 481'703 | 50'000 | 8'166 CHF | 1'342 CHF | 81.18% | 81.18% |
15.05.2024 | 44.09% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 49'752 | 9'353 CHF | 1'438 CHF | 98.73% | 98.73% |
14.05.2024 | 67.53% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 487'690 | 49'352 | 4'877 CHF | 994 CHF | 98.58% | 98.58% |
13.05.2024 | 65.47% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'225 CHF | 1'023 CHF | 100.00% | 100.00% |
10.05.2024 | 48.58% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'391 CHF | 1'339 CHF | 93.16% | 93.16% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 99.64% | 99.64% |
07.05.2024 | 57.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 6'687 CHF | 1'169 CHF | 92.49% | 92.49% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 100.00% | 100.00% |
03.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 81.78% | 96.17% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 1.50% | 97.17% |