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 | 85.02% | 0.01 CHF | 0.02 CHF | 280'000 | 280'000 | 125'349 | 125'349 | 1'051 CHF | 2'518 CHF | 100.00% | 100.00% |
15.05.2024 | 76.66% | 0.01 CHF | 0.02 CHF | 290'000 | 290'000 | 117'873 | 117'873 | 981 CHF | 2'382 CHF | 100.00% | 100.00% |
14.05.2024 | 67.59% | 0.01 CHF | 0.02 CHF | 280'000 | 280'000 | 122'709 | 122'709 | 1'227 CHF | 2'461 CHF | 100.00% | 100.00% |
13.05.2024 | 59.24% | 0.01 CHF | 0.02 CHF | 270'000 | 270'000 | 122'836 | 122'836 | 1'503 CHF | 2'737 CHF | 100.00% | 100.00% |
10.05.2024 | 49.59% | 0.01 CHF | 0.02 CHF | 280'000 | 280'000 | 123'218 | 123'218 | 1'847 CHF | 3'085 CHF | 99.88% | 99.88% |
08.05.2024 | 44.96% | 0.02 CHF | 0.03 CHF | 270'000 | 270'000 | 93'743 | 93'743 | 1'663 CHF | 2'606 CHF | 97.46% | 97.46% |
07.05.2024 | 17.71% | 0.02 CHF | 0.03 CHF | 280'000 | 280'000 | 99'656 | 99'656 | 7'323 CHF | 8'324 CHF | 96.37% | 96.37% |
06.05.2024 | 6.92% | 0.16 CHF | 0.17 CHF | 250'000 | 250'000 | 116'389 | 116'389 | 17'428 CHF | 18'597 CHF | 100.00% | 100.00% |
03.05.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 260'000 | 260'000 | 107'673 | 107'673 | 13'172 CHF | 14'254 CHF | 99.95% | 99.95% |
02.05.2024 | 10.15% | 0.11 CHF | 0.12 CHF | 260'000 | 260'000 | 119'035 | 119'035 | 11'529 CHF | 12'725 CHF | 100.00% | 100.00% |