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 | 70.81% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 12'439 CHF | 1'288 CHF | 87.69% | 87.69% |
15.05.2024 | 62.51% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 24'950 | 14'858 CHF | 1'420 CHF | 98.95% | 98.95% |
14.05.2024 | 70.08% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 12'731 CHF | 1'308 CHF | 99.68% | 99.68% |
13.05.2024 | 66.20% | 0.03 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'030 CHF | 1'495 CHF | 99.55% | 99.55% |
10.05.2024 | 66.67% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 15'000 CHF | 1'500 CHF | 100.00% | 100.00% |
08.05.2024 | 77.76% | 0.03 CHF | 0.06 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 11'534 CHF | 1'295 CHF | 100.00% | 100.00% |
07.05.2024 | 85.71% | 0.02 CHF | 0.05 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'000 CHF | 1'250 CHF | 20.31% | 20.31% |
06.05.2024 | 67.50% | 0.02 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 10'000 CHF | 1'011 CHF | 41.91% | 41.91% |
03.05.2024 | 67.08% | 0.02 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 9'961 CHF | 1'000 CHF | 98.63% | 98.63% |
02.05.2024 | 119.69% | 0.01 CHF | 0.04 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 5'000 CHF | 996 CHF | 99.13% | 99.13% |