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 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'000 CHF | 9'000 CHF | 99.17% | 99.17% |
15.05.2024 | 40.85% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 17'713 CHF | 8'904 CHF | 99.40% | 99.40% |
14.05.2024 | 57.97% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 11'936 CHF | 6'979 CHF | 99.16% | 99.16% |
13.05.2024 | 39.11% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'697 CHF | 9'232 CHF | 98.58% | 98.58% |
10.05.2024 | 37.37% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 20'073 CHF | 9'691 CHF | 99.17% | 99.17% |
08.05.2024 | 39.25% | 0.02 CHF | 0.03 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 18'591 CHF | 9'197 CHF | 99.17% | 99.17% |
07.05.2024 | 64.94% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 9'583 CHF | 6'194 CHF | 97.94% | 97.94% |
06.05.2024 | 47.01% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 15'636 CHF | 8'212 CHF | 99.17% | 99.17% |
03.05.2024 | 45.26% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 16'225 CHF | 8'408 CHF | 99.16% | 99.16% |
02.05.2024 | 65.91% | 0.01 CHF | 0.02 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 9'254 CHF | 6'085 CHF | 99.15% | 99.15% |