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 | 128.27% | 0.03 CHF | 0.14 CHF | 500'000 | 500'000 | 499'404 | 499'404 | 15'504 CHF | 70'445 CHF | 100.00% | 100.00% |
15.05.2024 | 172.68% | 0.02 CHF | 0.13 CHF | 500'000 | 500'000 | 485'897 | 485'897 | 4'223 CHF | 57'582 CHF | 47.91% | 98.49% |
14.05.2024 | 161.92% | 0.00 CHF | 0.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 200 CHF | 1'770 CHF | 32.55% | 99.82% |
13.05.2024 | 108.03% | 0.01 CHF | 0.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 637 CHF | 2'129 CHF | 99.23% | 99.23% |
10.05.2024 | 56.82% | 0.01 CHF | 0.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 640 CHF | 1'140 CHF | 100.00% | 100.00% |
08.05.2024 | 108.49% | 0.01 CHF | 0.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 297 CHF | 1'000 CHF | 96.90% | 96.90% |
07.05.2024 | 154.85% | 0.00 CHF | 0.02 CHF | 50'000 | 50'000 | 49'977 | 49'977 | 129 CHF | 1'000 CHF | 99.46% | 99.46% |
06.05.2024 | 160.34% | 0.00 CHF | 0.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111 CHF | 1'000 CHF | 100.00% | 100.00% |
03.05.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100 CHF | 1'000 CHF | 99.91% | 99.91% |
02.05.2024 | 160.63% | 0.00 CHF | 0.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110 CHF | 1'000 CHF | 99.64% | 99.64% |