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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 67,89% | 0,02 CHF | 0,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 405 CHF | 797 CHF | 96,58% | 96,58% |
23/05/2024 | 59,20% | 0,02 CHF | 0,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 550 CHF | 1 002 CHF | 98,54% | 98,54% |
22/05/2024 | 38,66% | 0,03 CHF | 0,04 CHF | 423 296 | 50 000 | 458 448 | 50 000 | 9 676 CHF | 1 559 CHF | 92,19% | 92,19% |
21/05/2024 | 38,80% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 459 716 | 50 000 | 9 794 CHF | 1 569 CHF | 98,23% | 98,23% |
17/05/2024 | 34,61% | 0,03 CHF | 0,04 CHF | 459 033 | 50 000 | 453 334 | 50 000 | 11 282 CHF | 1 740 CHF | 96,19% | 96,19% |
16/05/2024 | 48,82% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 8 347 CHF | 1 335 CHF | 81,95% | 81,95% |
15/05/2024 | 40,75% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 49 611 | 9 860 CHF | 1 474 CHF | 95,72% | 95,72% |
14/05/2024 | 55,06% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 7 175 CHF | 1 218 CHF | 95,40% | 95,40% |
13/05/2024 | 64,85% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 340 CHF | 1 034 CHF | 98,23% | 98,23% |
10/05/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 000 CHF | 1 000 CHF | 81,55% | 81,55% |