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 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 87.58% | 88.90% |
15.05.2024 | 66.48% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 49'976 | 5'934 CHF | 1'165 CHF | 84.14% | 86.02% |
14.05.2024 | 82.79% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 479'130 | 48'902 | 4'939 CHF | 1'235 CHF | 89.09% | 89.90% |
13.05.2024 | 100.00% | 0.01 CHF | 0.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 250 CHF | 750 CHF | 68.10% | 78.00% |
10.05.2024 | 100.08% | 0.01 CHF | 0.02 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 376 CHF | 1'128 CHF | 96.52% | 98.91% |
08.05.2024 | 93.38% | 0.01 CHF | 0.02 CHF | 25'000 | 25'000 | 102'455 | 29'077 | 1'360 CHF | 833 CHF | 12.25% | 96.23% |
07.05.2024 | 49.44% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 8'395 CHF | 2'033 CHF | 94.08% | 94.08% |
06.05.2024 | 51.45% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'255 CHF | 1'358 CHF | 93.80% | 93.80% |
03.05.2024 | 45.50% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 8'969 CHF | 2'095 CHF | 94.08% | 94.08% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 5.60% | 66.37% |