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 | 76.96% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 599'152 | 599'152 | 5'405 CHF | 12'084 CHF | 100.00% | 100.00% |
15.05.2024 | 61.32% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 598'907 | 598'907 | 6'835 CHF | 12'842 CHF | 100.00% | 100.00% |
14.05.2024 | 54.43% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 8'056 CHF | 14'056 CHF | 100.00% | 100.00% |
13.05.2024 | 43.71% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 10'777 CHF | 16'777 CHF | 100.00% | 100.00% |
10.05.2024 | 38.53% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 12'596 CHF | 18'596 CHF | 100.00% | 100.00% |
08.05.2024 | 31.17% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 599'769 | 599'769 | 16'272 CHF | 22'272 CHF | 99.29% | 99.29% |
07.05.2024 | 29.88% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 599'051 | 599'051 | 17'135 CHF | 23'135 CHF | 99.94% | 99.94% |
06.05.2024 | 25.52% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 20'544 CHF | 26'544 CHF | 100.00% | 100.00% |
03.05.2024 | 24.06% | 0.04 CHF | 0.05 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 21'955 CHF | 27'955 CHF | 98.78% | 98.78% |
02.05.2024 | 26.35% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 19'812 CHF | 25'812 CHF | 100.00% | 100.00% |