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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.03.2012 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
14.03.2012 | 15.35% | 0.05 CHF | 0.06 CHF | 300'000 | 300'000 | 299'999 | 300'000 | 18'342 CHF | 21'343 CHF | 7.09% | 7.09% |
13.03.2012 | 5.57% | 0.13 CHF | 0.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'594 CHF | 56'594 CHF | 99.82% | 99.82% |
12.03.2012 | 3.62% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 81'735 CHF | 84'735 CHF | 100.00% | 100.00% |
09.03.2012 | 3.14% | 0.27 CHF | 0.28 CHF | 300'000 | 300'000 | 299'904 | 299'707 | 94'427 CHF | 97'362 CHF | 99.31% | 99.31% |
08.03.2012 | 2.41% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 123'496 CHF | 126'496 CHF | 97.20% | 97.20% |
07.03.2012 | 1.72% | 0.52 CHF | 0.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 173'421 CHF | 176'421 CHF | 98.69% | 98.69% |
06.03.2012 | 1.85% | 0.62 CHF | 0.63 CHF | 300'000 | 300'000 | 299'999 | 300'000 | 161'676 CHF | 164'677 CHF | 100.00% | 100.00% |
05.03.2012 | 2.36% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 126'093 CHF | 129'093 CHF | 99.68% | 99.68% |
02.03.2012 | 2.28% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 299'956 | 299'991 | 130'253 CHF | 133'269 CHF | 99.86% | 100.00% |