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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.02.2012 | 8.84% | 0.08 CHF | 0.12 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 43'646 CHF | 47'646 CHF | 99.46% | 7.82% |
21.02.2012 | - | 0.08 CHF | 0.12 CHF | 400'000 | 400'000 | 0 | 0 | 0 CHF | 0 CHF | - | 7.82% |
20.02.2012 | 8.84% | 0.11 CHF | 0.12 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 43'646 CHF | 47'646 CHF | 99.46% | 99.46% |
17.02.2012 | 5.04% | 0.20 CHF | 0.21 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 77'969 CHF | 81'969 CHF | 99.56% | 99.56% |
16.02.2012 | 2.91% | 0.30 CHF | 0.31 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 135'998 CHF | 139'998 CHF | 99.02% | 99.02% |