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 | 126.56% | 0.02 CHF | 0.05 CHF | 500'000 | 100'000 | 496'991 | 99'666 | 5'040 CHF | 4'485 CHF | 31.33% | 94.19% |
15.05.2024 | - | - CHF | 0.05 CHF | 0 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.96% |
14.05.2024 | - | - CHF | 0.05 CHF | 0 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.01% |
13.05.2024 | 127.27% | 0.01 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 4'500 CHF | 42.46% | 95.20% |
10.05.2024 | 127.27% | 0.01 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 5'000 CHF | 4'500 CHF | 98.55% | 98.55% |
08.05.2024 | 127.27% | 0.01 CHF | 0.05 CHF | 500'000 | 100'000 | 439'909 | 100'000 | 4'399 CHF | 4'500 CHF | 98.57% | 98.57% |
07.05.2024 | 125.93% | 0.01 CHF | 0.04 CHF | 500'000 | 100'000 | 133'677 | 100'000 | 1'337 CHF | 4'400 CHF | 86.92% | 96.43% |
06.05.2024 | - | - CHF | 0.04 CHF | 0 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.34% |
03.05.2024 | - | - CHF | 0.04 CHF | 0 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 85.02% |
02.05.2024 | - | - CHF | 0.04 CHF | 0 | 100'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |