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 | 66.03% | 0.02 CHF | 0.04 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 3'003 CHF | 1'989 CHF | 93.22% | 93.22% |
15.05.2024 | 73.27% | 0.02 CHF | 0.04 CHF | 150'000 | 50'000 | 148'280 | 49'427 | 2'333 CHF | 1'619 CHF | 96.97% | 96.97% |
14.05.2024 | 87.06% | 0.01 CHF | 0.03 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'306 CHF | 96.93% | 96.93% |
13.05.2024 | 81.60% | 0.01 CHF | 0.03 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'224 CHF | 87.95% | 87.95% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'000 CHF | 85.77% | 99.90% |
08.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'000 CHF | 88.61% | 93.72% |
07.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'000 CHF | 85.92% | 91.03% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'000 CHF | 71.00% | 86.92% |
03.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'000 CHF | 46.32% | 94.41% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 1'500 CHF | 1'000 CHF | 72.98% | 92.96% |