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 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 99.32% | 99.32% |
15.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 497'218 | 74'736 | 4'972 CHF | 1'495 CHF | 86.14% | 93.74% |
14.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 79.33% | 79.42% |
13.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 68.56% | 68.56% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 98.36% | 98.36% |
08.05.2024 | 59.48% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 6'347 CHF | 1'702 CHF | 100.00% | 100.00% |
07.05.2024 | 40.91% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'829 CHF | 2'224 CHF | 96.35% | 96.35% |
06.05.2024 | 45.02% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'059 CHF | 2'109 CHF | 97.40% | 97.40% |
03.05.2024 | 41.47% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 9'724 CHF | 2'209 CHF | 91.85% | 91.85% |
02.05.2024 | 56.83% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 6'844 CHF | 1'777 CHF | 95.56% | 95.56% |