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 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 98.66% | 98.66% |
15.05.2024 | 27.94% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 99'252 | 16'171 CHF | 4'239 CHF | 98.80% | 98.80% |
14.05.2024 | 28.68% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'095 CHF | 4'030 CHF | 95.53% | 95.53% |
13.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 96.98% | 96.98% |
10.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 86.88% | 86.88% |
08.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 91.43% | 91.43% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 93.31% | 93.31% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'000 CHF | 4'000 CHF | 89.14% | 89.14% |
03.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 15'034 CHF | 4'009 CHF | 97.93% | 97.93% |
02.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'000 CHF | 5'000 CHF | 99.40% | 99.40% |