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 | 120.06% | 0.02 CHF | 0.03 CHF | 390'000 | 390'000 | 175'898 | 175'898 | 1'489 CHF | 3'934 CHF | 99.22% | 99.22% |
15.05.2024 | 114.82% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 176'541 | 176'541 | 917 CHF | 3'548 CHF | 100.00% | 100.00% |
14.05.2024 | 62.95% | 0.00 CHF | 0.02 CHF | 400'000 | 400'000 | 154'112 | 154'112 | 1'947 CHF | 4'008 CHF | 97.14% | 98.20% |
13.05.2024 | 32.30% | 0.03 CHF | 0.04 CHF | 390'000 | 390'000 | 177'121 | 177'121 | 4'679 CHF | 6'458 CHF | 99.49% | 99.49% |
10.05.2024 | 39.31% | 0.02 CHF | 0.03 CHF | 400'000 | 400'000 | 176'811 | 176'811 | 3'627 CHF | 5'404 CHF | 100.00% | 100.00% |
08.05.2024 | 62.53% | 0.01 CHF | 0.02 CHF | 400'000 | 400'000 | 188'546 | 188'546 | 2'155 CHF | 4'050 CHF | 99.15% | 99.15% |
07.05.2024 | 49.31% | 0.01 CHF | 0.02 CHF | 400'000 | 400'000 | 176'681 | 176'681 | 2'696 CHF | 4'472 CHF | 99.99% | 99.99% |
06.05.2024 | 38.45% | 0.02 CHF | 0.03 CHF | 400'000 | 400'000 | 176'815 | 176'815 | 3'664 CHF | 5'440 CHF | 100.00% | 100.00% |
03.05.2024 | 38.38% | 0.02 CHF | 0.03 CHF | 400'000 | 400'000 | 177'036 | 177'036 | 3'647 CHF | 5'426 CHF | 99.71% | 99.71% |
02.05.2024 | 68.07% | 0.01 CHF | 0.02 CHF | 400'000 | 400'000 | 191'399 | 191'399 | 1'992 CHF | 3'983 CHF | 100.00% | 100.00% |