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 | 23.21% | 0.05 CHF | 0.07 CHF | 50'000 | 50'000 | 49'941 | 49'941 | 2'690 CHF | 3'390 CHF | 99.28% | 99.28% |
15.05.2024 | 30.90% | 0.03 CHF | 0.04 CHF | 50'000 | 50'000 | 49'909 | 49'909 | 1'931 CHF | 2'631 CHF | 100.00% | 100.00% |
14.05.2024 | 38.98% | 0.04 CHF | 0.06 CHF | 50'000 | 50'000 | 49'971 | 49'971 | 1'465 CHF | 2'165 CHF | 100.00% | 100.00% |
13.05.2024 | 33.78% | 0.03 CHF | 0.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 1'728 CHF | 2'428 CHF | 100.00% | 100.00% |
10.05.2024 | 30.07% | 0.04 CHF | 0.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 1'989 CHF | 2'689 CHF | 100.00% | 100.00% |
08.05.2024 | 42.61% | 0.02 CHF | 0.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 1'296 CHF | 1'996 CHF | 99.09% | 99.09% |
07.05.2024 | 43.32% | 0.03 CHF | 0.04 CHF | 50'000 | 50'000 | 49'947 | 49'947 | 1'276 CHF | 1'976 CHF | 100.00% | 100.00% |
06.05.2024 | 56.48% | 0.02 CHF | 0.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 898 CHF | 1'598 CHF | 100.00% | 100.00% |
03.05.2024 | 77.68% | 0.01 CHF | 0.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 555 CHF | 1'255 CHF | 99.99% | 99.99% |
02.05.2024 | 83.26% | 0.01 CHF | 0.02 CHF | 50'000 | 50'000 | 49'945 | 49'945 | 494 CHF | 1'194 CHF | 100.00% | 100.00% |