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 | 28.69% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'947 CHF | 3'989 CHF | 86.69% | 86.69% |
15.05.2024 | 28.87% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 99'234 | 14'868 CHF | 3'943 CHF | 97.88% | 97.88% |
14.05.2024 | 30.04% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 489'569 | 98'841 | 14'404 CHF | 3'899 CHF | 99.40% | 99.40% |
13.05.2024 | 35.64% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 11'908 CHF | 3'382 CHF | 85.38% | 85.38% |
10.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 99.37% | 99.37% |
08.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 99.85% | 99.85% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 96.17% | 96.17% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 100.00% | 100.00% |
03.05.2024 | 24.30% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 18'364 CHF | 4'673 CHF | 83.31% | 83.31% |
02.05.2024 | 29.41% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 14'632 CHF | 3'926 CHF | 99.11% | 99.11% |