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 | 68.32% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 99'852 | 99'852 | 1'394 CHF | 2'794 CHF | 100.00% | 100.00% |
15.05.2024 | 113.74% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 99'599 | 99'599 | 659 CHF | 2'189 CHF | 100.00% | 100.00% |
14.05.2024 | 112.06% | 0.00 CHF | 0.02 CHF | 100'000 | 100'000 | 99'805 | 99'805 | 570 CHF | 1'999 CHF | 99.99% | 99.99% |
13.05.2024 | 91.60% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 769 CHF | 2'044 CHF | 100.00% | 100.00% |
10.05.2024 | 65.93% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 96'859 | 96'859 | 1'219 CHF | 2'409 CHF | 100.00% | 100.00% |
08.05.2024 | 60.68% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 99'992 | 99'992 | 1'392 CHF | 2'602 CHF | 99.06% | 99.06% |
07.05.2024 | 69.02% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 102'643 | 102'643 | 1'178 CHF | 2'411 CHF | 100.00% | 100.00% |
06.05.2024 | 83.47% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 106'548 | 106'548 | 918 CHF | 2'221 CHF | 100.00% | 100.00% |
03.05.2024 | 85.63% | 0.01 CHF | 0.02 CHF | 110'000 | 110'000 | 108'265 | 108'265 | 1'056 CHF | 2'670 CHF | 100.00% | 100.00% |
02.05.2024 | 63.35% | 0.01 CHF | 0.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 2'074 CHF | 3'968 CHF | 99.99% | 99.99% |