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 | 120.00% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 10'000 CHF | 12'000 CHF | 99.57% | 99.57% |
15.05.2024 | 121.42% | 0.02 CHF | 0.08 CHF | 500'000 | 150'000 | 485'815 | 146'052 | 9'841 CHF | 11'684 CHF | 99.52% | 99.52% |
14.05.2024 | 83.95% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 493'557 | 148'207 | 16'465 CHF | 11'857 CHF | 98.94% | 98.94% |
13.05.2024 | 89.92% | 0.04 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 15'204 CHF | 12'000 CHF | 99.57% | 99.57% |
10.05.2024 | 93.08% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 484'357 | 145'646 | 14'521 CHF | 11'652 CHF | 92.55% | 92.55% |
08.05.2024 | 96.94% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 13'963 CHF | 12'000 CHF | 99.53% | 99.53% |
07.05.2024 | 91.64% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 14'874 CHF | 12'000 CHF | 99.51% | 99.51% |
06.05.2024 | 91.36% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 14'922 CHF | 12'000 CHF | 99.57% | 99.57% |
03.05.2024 | 93.52% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 500'000 | 150'000 | 14'551 CHF | 12'000 CHF | 99.55% | 99.55% |
02.05.2024 | 94.33% | 0.03 CHF | 0.08 CHF | 500'000 | 150'000 | 486'914 | 146'357 | 14'461 CHF | 11'709 CHF | 99.53% | 99.53% |