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 | 132.72% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 8'116 | 5'065 CHF | 406 CHF | 99.56% | 99.56% |
15.05.2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 499'999 | 8'136 | 5'000 CHF | 407 CHF | 99.07% | 99.07% |
14.05.2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 8'138 | 5'000 CHF | 407 CHF | 98.83% | 98.83% |
13.05.2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 8'108 | 5'000 CHF | 405 CHF | 99.49% | 99.49% |
10.05.2024 | 93.23% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 8'063 | 9'211 CHF | 403 CHF | 98.55% | 98.55% |
08.05.2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 7'996 | 5'000 CHF | 400 CHF | 98.42% | 98.42% |
07.05.2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 8'109 | 5'000 CHF | 405 CHF | 97.35% | 97.35% |
06.05.2024 | 101.18% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 8'107 | 8'377 CHF | 405 CHF | 98.33% | 98.33% |
03.05.2024 | 129.08% | 0.01 CHF | 0.05 CHF | 500'000 | 20'000 | 500'000 | 8'058 | 5'447 CHF | 403 CHF | 98.88% | 98.88% |
02.05.2024 | 123.43% | 0.02 CHF | 0.05 CHF | 500'000 | 20'000 | 499'996 | 8'050 | 6'040 CHF | 402 CHF | 95.16% | 95.16% |