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 | 56.12% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 599'119 | 599'119 | 7'920 CHF | 13'948 CHF | 100.00% | 100.00% |
15.05.2024 | 39.30% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 598'930 | 598'930 | 12'455 CHF | 18'455 CHF | 99.83% | 99.83% |
14.05.2024 | 30.79% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 16'558 CHF | 22'558 CHF | 99.87% | 99.87% |
13.05.2024 | 32.68% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 15'416 CHF | 21'416 CHF | 100.00% | 100.00% |
10.05.2024 | 32.86% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 15'299 CHF | 21'299 CHF | 100.00% | 100.00% |
08.05.2024 | 27.05% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 19'197 CHF | 25'197 CHF | 99.29% | 99.29% |
07.05.2024 | 29.17% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 599'363 | 599'363 | 17'646 CHF | 23'646 CHF | 100.00% | 100.00% |
06.05.2024 | 31.78% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 15'925 CHF | 21'925 CHF | 100.00% | 100.00% |
03.05.2024 | 25.24% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 21'088 CHF | 27'088 CHF | 98.77% | 98.77% |
02.05.2024 | 18.50% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 29'468 CHF | 35'468 CHF | 100.00% | 100.00% |