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 | 46.28% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 13'234 CHF | 6'911 CHF | 99.17% | 99.17% |
15.05.2024 | 36.82% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 17'089 CHF | 8'196 CHF | 94.33% | 94.33% |
14.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 99.16% | 99.16% |
13.05.2024 | 31.43% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 20'627 CHF | 9'376 CHF | 98.53% | 98.53% |
10.05.2024 | 41.96% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 14'450 CHF | 7'317 CHF | 99.01% | 99.01% |
08.05.2024 | 56.71% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 10'826 CHF | 6'109 CHF | 98.84% | 98.84% |
07.05.2024 | 27.30% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 24'006 CHF | 10'502 CHF | 97.93% | 97.93% |
06.05.2024 | 28.66% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 22'445 CHF | 9'982 CHF | 99.17% | 99.17% |
03.05.2024 | 28.09% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 23'300 CHF | 10'267 CHF | 99.17% | 99.17% |
02.05.2024 | 53.25% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 11'275 CHF | 6'258 CHF | 99.15% | 99.15% |