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 | 49.90% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 144'720 | 144'720 | 2'230 CHF | 3'687 CHF | 100.00% | 100.00% |
15.05.2024 | 56.69% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 144'109 | 144'109 | 1'867 CHF | 3'324 CHF | 99.56% | 99.56% |
14.05.2024 | 60.71% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 145'102 | 145'102 | 1'710 CHF | 3'167 CHF | 100.00% | 100.00% |
13.05.2024 | 66.21% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 145'071 | 145'071 | 1'539 CHF | 2'996 CHF | 100.00% | 100.00% |
10.05.2024 | 47.58% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 143'471 | 143'471 | 2'299 CHF | 3'739 CHF | 100.00% | 100.00% |
08.05.2024 | 66.38% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 143'846 | 143'846 | 1'519 CHF | 2'964 CHF | 98.63% | 98.63% |
07.05.2024 | 64.52% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 145'618 | 145'618 | 1'600 CHF | 3'062 CHF | 98.55% | 98.55% |
06.05.2024 | 58.47% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 145'104 | 145'104 | 1'811 CHF | 3'268 CHF | 100.00% | 100.00% |
03.05.2024 | 54.87% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 143'800 | 143'800 | 1'893 CHF | 3'336 CHF | 99.98% | 99.98% |
02.05.2024 | 54.33% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 99'308 | 99'308 | 1'343 CHF | 2'341 CHF | 100.00% | 100.00% |