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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 170.37% | 0.00 CHF | 0.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 300 CHF | 3'750 CHF | 3.19% | 98.90% |
16.05.2024 | 169.28% | 0.00 CHF | 0.02 CHF | 150'000 | 150'000 | 149'749 | 149'749 | 300 CHF | 3'600 CHF | 94.32% | 100.00% |
15.05.2024 | 65.44% | 0.01 CHF | 0.02 CHF | 150'000 | 150'000 | 148'515 | 148'515 | 2'377 CHF | 4'244 CHF | 95.99% | 100.00% |
14.05.2024 | 33.91% | 0.02 CHF | 0.03 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 3'706 CHF | 5'206 CHF | 100.00% | 100.00% |
13.05.2024 | 27.87% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 4'658 CHF | 6'158 CHF | 100.00% | 100.00% |
10.05.2024 | 29.68% | 0.03 CHF | 0.04 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 4'319 CHF | 5'819 CHF | 100.00% | 100.00% |
08.05.2024 | 9.52% | 0.09 CHF | 0.10 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 15'166 CHF | 16'666 CHF | 99.67% | 99.67% |
07.05.2024 | 8.40% | 0.10 CHF | 0.11 CHF | 150'000 | 150'000 | 149'935 | 149'935 | 17'183 CHF | 18'683 CHF | 99.74% | 99.74% |
06.05.2024 | 5.09% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 28'936 CHF | 30'436 CHF | 100.00% | 100.00% |
03.05.2024 | 2.72% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'471 CHF | 57'971 CHF | 99.98% | 99.98% |