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 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 499'997 | 61'174 | 10'000 CHF | 1'835 CHF | 96.68% | 96.68% |
15.05.2024 | 61.89% | 0.02 CHF | 0.03 CHF | 500'000 | 100'000 | 500'000 | 60'886 | 5'896 CHF | 1'395 CHF | 99.31% | 99.31% |
14.05.2024 | 59.06% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 61'284 | 6'427 CHF | 1'401 CHF | 95.81% | 95.81% |
13.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 60'855 | 5'000 CHF | 1'217 CHF | 99.59% | 99.59% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 60'659 | 5'000 CHF | 1'213 CHF | 98.57% | 98.57% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 60'853 | 5'000 CHF | 1'217 CHF | 99.60% | 99.60% |
07.05.2024 | 66.15% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 61'425 | 5'097 CHF | 1'248 CHF | 94.61% | 94.61% |
06.05.2024 | 66.67% | 0.01 CHF | 0.04 CHF | 500'000 | 10'000 | 500'000 | 20'000 | 5'000 CHF | 400 CHF | 5.59% | 95.37% |
03.05.2024 | 142.68% | 0.01 CHF | 0.06 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 50 CHF | 300 CHF | 24.57% | 72.65% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 100'000 | 500'000 | 53'581 | 5'000 CHF | 1'072 CHF | 90.54% | 99.50% |