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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 74'678 | 5'000 CHF | 1'494 CHF | 70.59% | 93.74% |
14.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 69.55% | 79.23% |
13.05.2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 18.41% | 68.56% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 96.11% | 96.98% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 99.74% | 99.74% |
07.05.2024 | 31.92% | 0.02 CHF | 0.03 CHF | 491'950 | 75'000 | 494'480 | 75'000 | 13'385 CHF | 2'780 CHF | 96.35% | 96.35% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 97.40% | 97.40% |
03.05.2024 | 39.18% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 497'193 | 75'000 | 10'302 CHF | 2'304 CHF | 91.85% | 91.85% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'000 CHF | 2'250 CHF | 95.57% | 95.57% |
30.04.2024 | 60.89% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 6'084 CHF | 1'663 CHF | 100.00% | 100.00% |