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 | 49.21% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 599'150 | 599'150 | 9'486 CHF | 15'486 CHF | 100.00% | 100.00% |
15.05.2024 | 44.14% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 598'929 | 598'929 | 10'674 CHF | 16'674 CHF | 99.84% | 99.84% |
14.05.2024 | 50.46% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 8'941 CHF | 14'941 CHF | 99.89% | 99.89% |
13.05.2024 | 45.12% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 10'336 CHF | 16'336 CHF | 100.00% | 100.00% |
10.05.2024 | 47.56% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 9'663 CHF | 15'663 CHF | 100.00% | 100.00% |
08.05.2024 | 48.51% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 9'387 CHF | 15'387 CHF | 99.29% | 99.29% |
07.05.2024 | 40.56% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 599'486 | 599'486 | 11'836 CHF | 17'836 CHF | 100.00% | 100.00% |
06.05.2024 | 31.98% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 15'788 CHF | 21'788 CHF | 100.00% | 100.00% |
03.05.2024 | 29.70% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 17'369 CHF | 23'369 CHF | 98.78% | 98.78% |
02.05.2024 | 44.47% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 10'523 CHF | 16'523 CHF | 100.00% | 100.00% |