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 | 46.75% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 15'721 CHF | 2'747 CHF | 99.17% | 99.17% |
15.05.2024 | 66.02% | 0.01 CHF | 0.02 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 9'217 CHF | 2'024 CHF | 99.40% | 99.40% |
14.05.2024 | 66.64% | 0.01 CHF | 0.02 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 9'009 CHF | 2'001 CHF | 99.16% | 99.16% |
13.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 18'000 CHF | 3'000 CHF | 98.58% | 98.58% |
10.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 18'001 CHF | 3'000 CHF | 99.17% | 99.17% |
08.05.2024 | 39.62% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 18'295 CHF | 3'033 CHF | 99.17% | 99.17% |
07.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 18'000 CHF | 3'000 CHF | 97.94% | 97.94% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 18'000 CHF | 3'000 CHF | 99.17% | 99.17% |
03.05.2024 | 39.91% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 18'071 CHF | 3'008 CHF | 99.16% | 99.16% |
02.05.2024 | 41.79% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 17'395 CHF | 2'933 CHF | 99.16% | 99.16% |