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 | 107.66% | 0.01 CHF | 0.02 CHF | 230'000 | 230'000 | 229'713 | 229'713 | 1'381 CHF | 4'598 CHF | 100.00% | 100.00% |
15.05.2024 | 52.72% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 239'576 | 239'576 | 3'356 CHF | 5'756 CHF | 100.00% | 100.00% |
14.05.2024 | 50.13% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 239'862 | 239'862 | 3'611 CHF | 6'011 CHF | 100.00% | 100.00% |
13.05.2024 | 66.47% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 235'116 | 235'116 | 2'363 CHF | 4'714 CHF | 100.00% | 100.00% |
10.05.2024 | 64.35% | 0.01 CHF | 0.02 CHF | 230'000 | 230'000 | 232'008 | 232'008 | 2'459 CHF | 4'779 CHF | 100.00% | 100.00% |
08.05.2024 | 48.22% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 3'796 CHF | 6'196 CHF | 99.08% | 99.08% |
07.05.2024 | 38.90% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 239'587 | 239'587 | 4'990 CHF | 7'390 CHF | 100.00% | 100.00% |
06.05.2024 | 32.60% | 0.02 CHF | 0.03 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 6'178 CHF | 8'578 CHF | 100.00% | 100.00% |
03.05.2024 | 26.95% | 0.03 CHF | 0.04 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 7'741 CHF | 10'141 CHF | 99.99% | 99.99% |
02.05.2024 | 24.42% | 0.04 CHF | 0.05 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 8'645 CHF | 11'046 CHF | 100.00% | 100.00% |