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 | 155.56% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 5'000 CHF | 12'000 CHF | 99.57% | 99.57% |
15.05.2024 | 156.00% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 485'815 | 146'052 | 4'954 CHF | 11'684 CHF | 99.52% | 99.52% |
14.05.2024 | 120.91% | 0.00 CHF | 0.08 CHF | 15'000 | 15'000 | 494'094 | 148'356 | 9'879 CHF | 11'869 CHF | 64.16% | 64.16% |
13.05.2024 | 120.00% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 10'000 CHF | 12'000 CHF | 97.69% | 97.69% |
10.05.2024 | 122.42% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 484'357 | 145'646 | 9'678 CHF | 11'652 CHF | 92.55% | 92.55% |
08.05.2024 | 128.45% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 8'812 CHF | 12'000 CHF | 99.53% | 99.53% |
07.05.2024 | 120.82% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 9'885 CHF | 12'000 CHF | 99.51% | 99.51% |
06.05.2024 | 120.00% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 10'000 CHF | 12'000 CHF | 99.57% | 99.57% |
03.05.2024 | 120.40% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 9'943 CHF | 12'000 CHF | 98.71% | 98.71% |
02.05.2024 | 125.96% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 487'211 | 146'440 | 9'177 CHF | 11'715 CHF | 86.04% | 86.04% |