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 | 37.54% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 499'987 | 50'000 | 11'076 CHF | 1'608 CHF | 99.25% | 99.25% |
15.05.2024 | 35.66% | 0.03 CHF | 0.04 CHF | 493'325 | 50'000 | 497'730 | 49'759 | 11'944 CHF | 1'696 CHF | 98.90% | 98.90% |
14.05.2024 | 38.71% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'564 CHF | 1'556 CHF | 100.00% | 100.00% |
13.05.2024 | 38.53% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'642 CHF | 1'564 CHF | 100.00% | 100.00% |
10.05.2024 | 31.28% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 498'657 | 50'000 | 13'774 CHF | 1'881 CHF | 100.00% | 100.00% |
08.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 10'000 CHF | 1'500 CHF | 98.86% | 98.86% |
07.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 8'125 CHF | 1'312 CHF | 96.43% | 96.43% |
06.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 5'000 CHF | 1'000 CHF | 100.00% | 100.00% |
03.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 97.93% | 97.93% |
02.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 5'000 CHF | 1'500 CHF | 99.40% | 99.40% |