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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 189.74% | 0.00 CHF | 0.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25 CHF | 950 CHF | 3.34% | 3.34% |
16.05.2024 | 135.99% | 0.00 CHF | 0.04 CHF | 25'000 | 25'000 | 411'635 | 25'000 | 3'722 CHF | 950 CHF | 87.50% | 87.50% |
15.05.2024 | 120.15% | 0.01 CHF | 0.04 CHF | 500'000 | 25'000 | 471'940 | 25'000 | 4'704 CHF | 950 CHF | 98.29% | 98.29% |
14.05.2024 | 117.59% | 0.01 CHF | 0.04 CHF | 500'000 | 25'000 | 494'040 | 25'000 | 4'938 CHF | 950 CHF | 99.94% | 99.94% |
13.05.2024 | 118.09% | 0.01 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 4'912 CHF | 950 CHF | 75.64% | 75.64% |
10.05.2024 | 119.02% | 0.01 CHF | 0.04 CHF | 500'000 | 25'000 | 484'731 | 25'000 | 4'840 CHF | 950 CHF | 92.87% | 92.87% |
08.05.2024 | 87.42% | 0.01 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 7'678 CHF | 950 CHF | 96.46% | 96.46% |
07.05.2024 | 88.74% | 0.02 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'144 | 7'546 CHF | 953 CHF | 100.00% | 100.00% |
06.05.2024 | 52.72% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 7'614 CHF | 1'261 CHF | 100.00% | 100.00% |
03.05.2024 | 42.64% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 9'505 CHF | 1'451 CHF | 100.00% | 100.00% |