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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 143.59% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'661 CHF | 10'000 CHF | 91.33% | 98.90% |
14.05.2024 | 94.76% | 0.00 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'612 CHF | 10'000 CHF | 99.81% | 99.81% |
13.05.2024 | 69.34% | 0.01 CHF | 0.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'938 CHF | 10'117 CHF | 99.23% | 99.23% |
10.05.2024 | 39.97% | 0.02 CHF | 0.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 10'219 CHF | 15'219 CHF | 100.00% | 100.00% |
08.05.2024 | 9.61% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'897 CHF | 54'897 CHF | 96.89% | 96.89% |
07.05.2024 | 4.19% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 299'822 | 299'822 | 71'681 CHF | 74'681 CHF | 99.45% | 99.45% |
06.05.2024 | 2.35% | 0.45 CHF | 0.46 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 118'292 CHF | 121'092 CHF | 100.00% | 100.00% |
03.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 150'491 CHF | 153'191 CHF | 99.88% | 99.88% |
02.05.2024 | 1.66% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 180'065 CHF | 183'065 CHF | 99.67% | 99.67% |
30.04.2024 | 1.96% | 0.57 CHF | 0.58 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 161'629 CHF | 164'829 CHF | 100.00% | 100.00% |