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 | 163.64% | 0.00 CHF | 0.02 CHF | 600'000 | 600'000 | 599'935 | 599'935 | 1'200 CHF | 12'000 CHF | 99.80% | 99.80% |
28.05.2024 | 160.40% | 0.00 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 1'328 CHF | 12'000 CHF | 100.00% | 100.00% |
27.05.2024 | 133.41% | 0.00 CHF | 0.02 CHF | 600'000 | 600'000 | 599'132 | 599'132 | 2'397 CHF | 11'997 CHF | 99.50% | 99.50% |
24.05.2024 | 133.33% | 0.00 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 2'400 CHF | 12'000 CHF | 100.00% | 100.00% |
23.05.2024 | 116.44% | 0.00 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 3'208 CHF | 12'000 CHF | 100.00% | 100.00% |
22.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 6'000 CHF | 12'000 CHF | 100.00% | 100.00% |
21.05.2024 | 52.16% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 599'261 | 599'261 | 8'524 CHF | 14'524 CHF | 99.56% | 99.56% |
17.05.2024 | 39.83% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 12'068 CHF | 18'068 CHF | 100.00% | 100.00% |
16.05.2024 | 29.41% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 599'069 | 599'069 | 17'588 CHF | 23'588 CHF | 100.00% | 100.00% |
15.05.2024 | 35.33% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 598'900 | 598'900 | 14'061 CHF | 20'061 CHF | 100.00% | 100.00% |