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 | 86.74% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 144'717 | 144'717 | 1'157 CHF | 2'906 CHF | 100.00% | 100.00% |
15.05.2024 | 107.18% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 144'111 | 144'111 | 886 CHF | 2'904 CHF | 99.56% | 99.56% |
14.05.2024 | 108.49% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 145'102 | 145'102 | 871 CHF | 2'910 CHF | 100.00% | 100.00% |
13.05.2024 | 108.51% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 145'070 | 145'070 | 870 CHF | 2'910 CHF | 100.00% | 100.00% |
10.05.2024 | 87.32% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 143'477 | 143'477 | 1'130 CHF | 2'876 CHF | 100.00% | 100.00% |
08.05.2024 | 109.76% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 143'860 | 143'860 | 846 CHF | 2'888 CHF | 98.63% | 98.63% |
07.05.2024 | 108.50% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 145'620 | 145'620 | 874 CHF | 2'921 CHF | 98.55% | 98.55% |
06.05.2024 | 103.88% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 145'103 | 145'103 | 949 CHF | 2'909 CHF | 100.00% | 100.00% |
03.05.2024 | 90.06% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 143'789 | 143'789 | 1'067 CHF | 2'883 CHF | 99.98% | 99.98% |
02.05.2024 | 86.31% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 99'311 | 99'311 | 794 CHF | 1'992 CHF | 100.00% | 100.00% |