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 | 750'000 | 250'000 | 750'000 | 250'000 | 15'000 CHF | 7'500 CHF | 99.17% | 99.17% |
15.05.2024 | 30.11% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 21'851 CHF | 9'784 CHF | 94.33% | 94.33% |
14.05.2024 | 30.02% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 21'547 CHF | 9'682 CHF | 99.16% | 99.16% |
13.05.2024 | 30.35% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 21'332 CHF | 9'611 CHF | 98.53% | 98.53% |
10.05.2024 | 38.63% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 15'899 CHF | 7'800 CHF | 99.01% | 99.01% |
08.05.2024 | 57.44% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 10'109 CHF | 5'870 CHF | 98.84% | 98.84% |
07.05.2024 | 27.55% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 23'702 CHF | 10'401 CHF | 97.93% | 97.93% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 22'500 CHF | 10'000 CHF | 99.17% | 99.17% |
03.05.2024 | 25.58% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 26'033 CHF | 11'178 CHF | 99.16% | 99.16% |
02.05.2024 | 54.15% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 11'790 CHF | 6'430 CHF | 99.15% | 99.15% |