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 | 120.42% | 0.01 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 9'941 CHF | 12'000 CHF | 99.57% | 99.57% |
15.05.2024 | 122.20% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 485'815 | 146'052 | 9'708 CHF | 11'684 CHF | 99.51% | 99.51% |
14.05.2024 | 92.14% | 0.00 CHF | 0.08 CHF | 15'000 | 15'000 | 494'094 | 148'356 | 14'826 CHF | 11'869 CHF | 64.16% | 64.16% |
13.05.2024 | 90.91% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 14'999 CHF | 12'000 CHF | 99.56% | 99.56% |
10.05.2024 | 94.93% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 484'357 | 145'646 | 14'404 CHF | 11'652 CHF | 92.56% | 92.56% |
08.05.2024 | 120.00% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 10'000 CHF | 12'000 CHF | 99.52% | 99.52% |
07.05.2024 | 119.88% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 10'020 CHF | 12'000 CHF | 99.51% | 99.51% |
06.05.2024 | 119.99% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 10'002 CHF | 12'000 CHF | 99.57% | 99.57% |
03.05.2024 | 116.05% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 10'679 CHF | 12'000 CHF | 98.92% | 98.92% |
02.05.2024 | 101.61% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 488'803 | 146'883 | 13'228 CHF | 11'751 CHF | 98.28% | 98.28% |