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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.05.2024 | 85.61% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 2'644 CHF | 6'600 CHF | 100.00% | 100.00% |
27.05.2024 | 85.51% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 326'866 | 326'866 | 2'645 CHF | 6'575 CHF | 97.15% | 97.15% |
24.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 329'742 | 329'742 | 3'297 CHF | 6'595 CHF | 100.00% | 100.00% |
23.05.2024 | 66.34% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 320'155 | 320'155 | 3'228 CHF | 6'430 CHF | 100.00% | 100.00% |
22.05.2024 | 58.82% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 3'840 CHF | 7'040 CHF | 100.00% | 100.00% |
21.05.2024 | 57.19% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 319'756 | 319'756 | 4'010 CHF | 7'210 CHF | 99.32% | 99.32% |
17.05.2024 | 52.63% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 4'480 CHF | 7'680 CHF | 100.00% | 100.00% |
16.05.2024 | 57.43% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 319'514 | 319'514 | 3'988 CHF | 7'188 CHF | 100.00% | 100.00% |
15.05.2024 | 59.18% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 319'408 | 319'408 | 3'814 CHF | 7'014 CHF | 100.00% | 100.00% |
14.05.2024 | 58.86% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 319'818 | 319'818 | 3'838 CHF | 7'038 CHF | 100.00% | 100.00% |