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 | 26.02% | 0.07 CHF | 0.10 CHF | 80'000 | 80'000 | 78'682 | 78'682 | 6'337 CHF | 8'228 CHF | 100.00% | 100.00% |
15.05.2024 | 29.78% | 0.09 CHF | 0.11 CHF | 80'000 | 80'000 | 79'820 | 79'820 | 5'608 CHF | 7'527 CHF | 100.00% | 100.00% |
14.05.2024 | 37.24% | 0.05 CHF | 0.08 CHF | 80'000 | 80'000 | 79'955 | 79'955 | 3'951 CHF | 5'754 CHF | 99.98% | 99.98% |
13.05.2024 | 32.12% | 0.05 CHF | 0.08 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 4'947 CHF | 6'833 CHF | 99.83% | 99.83% |
10.05.2024 | 28.94% | 0.07 CHF | 0.09 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 5'524 CHF | 7'389 CHF | 100.00% | 100.00% |
08.05.2024 | 29.78% | 0.06 CHF | 0.09 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 5'270 CHF | 7'103 CHF | 98.93% | 98.93% |
07.05.2024 | 31.32% | 0.06 CHF | 0.08 CHF | 80'000 | 80'000 | 79'837 | 79'837 | 4'814 CHF | 6'574 CHF | 99.88% | 99.88% |
06.05.2024 | 74.46% | 0.02 CHF | 0.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 1'572 CHF | 3'332 CHF | 100.00% | 100.00% |
03.05.2024 | 149.28% | 0.01 CHF | 0.03 CHF | 80'000 | 80'000 | 80'537 | 80'537 | 312 CHF | 2'030 CHF | 48.41% | 100.00% |
02.05.2024 | - | - CHF | 0.02 CHF | 0 | 90'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.52% |