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 | 48.82% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'347 CHF | 1'335 CHF | 81.95% | 81.95% |
15.05.2024 | 40.75% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 49'611 | 9'860 CHF | 1'474 CHF | 95.72% | 95.72% |
14.05.2024 | 55.06% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 7'175 CHF | 1'218 CHF | 95.40% | 95.40% |
13.05.2024 | 64.85% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'340 CHF | 1'034 CHF | 98.23% | 98.23% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 81.55% | 81.55% |
08.05.2024 | 66.44% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'042 CHF | 1'004 CHF | 99.34% | 99.34% |
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 | 61.39% | 94.26% |
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 | 96.19% | 100.00% |
03.05.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 49.12% | 98.44% |
02.05.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 39.34% | 87.63% |