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 | 76.56% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 499'268 | 499'268 | 5'138 CHF | 11'490 CHF | 100.00% | 100.00% |
15.05.2024 | 61.92% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 499'111 | 499'111 | 6'102 CHF | 11'555 CHF | 100.00% | 100.00% |
14.05.2024 | 73.24% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 5'348 CHF | 11'500 CHF | 100.00% | 100.00% |
13.05.2024 | 62.86% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'000 CHF | 11'500 CHF | 100.00% | 100.00% |
10.05.2024 | 62.86% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'000 CHF | 11'500 CHF | 100.00% | 100.00% |
08.05.2024 | 48.43% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 7'847 CHF | 12'847 CHF | 99.63% | 99.63% |
07.05.2024 | 54.46% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 7'103 CHF | 12'327 CHF | 100.00% | 100.00% |
06.05.2024 | 61.26% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'156 CHF | 11'578 CHF | 100.00% | 100.00% |
03.05.2024 | 52.63% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 7'000 CHF | 12'000 CHF | 100.00% | 100.00% |
02.05.2024 | 102.00% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'745 CHF | 11'500 CHF | 100.00% | 100.00% |