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 | - | - CHF | 0.07 CHF | 0 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15.05.2024 | 79.07% | 0.02 CHF | 0.07 CHF | 50'000 | 500'000 | 50'000 | 50'000 | 1'148 CHF | 2'648 CHF | 1.30% | 98.90% |
14.05.2024 | 54.97% | 0.03 CHF | 0.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'009 CHF | 3'509 CHF | 99.81% | 99.81% |
13.05.2024 | 50.83% | 0.04 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'198 CHF | 3'690 CHF | 99.23% | 99.23% |
10.05.2024 | 15.97% | 0.06 CHF | 0.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 2'933 CHF | 3'433 CHF | 100.00% | 100.00% |
08.05.2024 | 5.55% | 0.16 CHF | 0.17 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 8'596 CHF | 9'086 CHF | 96.89% | 96.89% |
07.05.2024 | 2.91% | 0.23 CHF | 0.24 CHF | 31'000 | 31'000 | 30'980 | 30'980 | 10'718 CHF | 11'028 CHF | 99.46% | 99.46% |
06.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 15'691 CHF | 15'991 CHF | 100.00% | 100.00% |
03.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 28'000 | 28'000 | 28'000 | 28'000 | 17'965 CHF | 18'245 CHF | 99.90% | 99.90% |
02.05.2024 | 1.46% | 0.75 CHF | 0.76 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 21'124 CHF | 21'434 CHF | 99.61% | 99.61% |