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 | 37.96% | 0.02 CHF | 0.03 CHF | 500'000 | 200'000 | 414'096 | 178'524 | 9'420 CHF | 5'888 CHF | 89.98% | 89.98% |
15.05.2024 | 107.03% | 0.01 CHF | 0.03 CHF | 500'000 | 200'000 | 500'000 | 198'016 | 4'262 CHF | 5'544 CHF | 97.42% | 97.42% |
14.05.2024 | 153.26% | 0.01 CHF | 0.03 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 1'870 CHF | 5'600 CHF | 79.38% | 86.30% |
13.05.2024 | 99.22% | 0.01 CHF | 0.03 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 4'736 CHF | 5'600 CHF | 85.01% | 85.01% |
10.05.2024 | 108.75% | 0.01 CHF | 0.03 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 4'002 CHF | 5'400 CHF | 93.10% | 93.10% |
08.05.2024 | 141.88% | 0.00 CHF | 0.03 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 2'305 CHF | 5'400 CHF | 100.00% | 100.00% |
07.05.2024 | 132.59% | 0.01 CHF | 0.03 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 3'033 CHF | 5'400 CHF | 97.90% | 97.90% |
06.05.2024 | 180.40% | 0.00 CHF | 0.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 280 CHF | 5'400 CHF | 90.76% | 100.00% |
03.05.2024 | 180.46% | 0.00 CHF | 0.03 CHF | 200'000 | 200'000 | 206'421 | 200'000 | 288 CHF | 5'200 CHF | 49.91% | 79.46% |
02.05.2024 | 162.96% | 0.00 CHF | 0.03 CHF | 200'000 | 200'000 | 424'013 | 200'000 | 1'276 CHF | 5'400 CHF | 80.19% | 85.30% |