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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 131.93% | 0.01 CHF | 0.02 CHF | 380'000 | 380'000 | 174'531 | 174'531 | 758 CHF | 3'503 CHF | 99.89% | 99.89% |
28.05.2024 | 112.05% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 174'684 | 174'684 | 1'001 CHF | 3'506 CHF | 100.00% | 100.00% |
27.05.2024 | 107.69% | 0.01 CHF | 0.02 CHF | 160'000 | 160'000 | 126'995 | 126'995 | 762 CHF | 2'540 CHF | 96.52% | 96.52% |
24.05.2024 | 116.44% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 174'556 | 174'556 | 947 CHF | 3'502 CHF | 100.00% | 100.00% |
23.05.2024 | 109.46% | 0.00 CHF | 0.02 CHF | 390'000 | 390'000 | 174'400 | 174'400 | 1'015 CHF | 3'498 CHF | 99.90% | 99.90% |
22.05.2024 | 108.49% | 0.01 CHF | 0.02 CHF | 380'000 | 380'000 | 173'356 | 173'356 | 1'040 CHF | 3'478 CHF | 100.00% | 100.00% |
21.05.2024 | 108.55% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 175'223 | 175'223 | 1'051 CHF | 3'517 CHF | 98.63% | 98.63% |
17.05.2024 | 86.54% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 174'860 | 174'860 | 1'399 CHF | 3'506 CHF | 99.90% | 99.90% |
16.05.2024 | 82.73% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 173'867 | 173'867 | 1'569 CHF | 3'519 CHF | 100.00% | 100.00% |
15.05.2024 | 60.77% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 174'401 | 174'401 | 1'963 CHF | 3'728 CHF | 100.00% | 100.00% |