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 | 78.89% | 0.01 CHF | 0.02 CHF | 360'000 | 360'000 | 349'261 | 349'261 | 3'070 CHF | 6'997 CHF | 100.00% | 100.00% |
15.05.2024 | 67.35% | 0.01 CHF | 0.02 CHF | 350'000 | 350'000 | 344'893 | 344'893 | 3'449 CHF | 6'908 CHF | 100.00% | 100.00% |
14.05.2024 | 57.36% | 0.01 CHF | 0.02 CHF | 350'000 | 350'000 | 339'177 | 339'177 | 4'323 CHF | 7'733 CHF | 99.99% | 99.99% |
13.05.2024 | 56.02% | 0.01 CHF | 0.02 CHF | 350'000 | 350'000 | 343'343 | 343'343 | 4'556 CHF | 8'024 CHF | 99.83% | 99.83% |
10.05.2024 | 58.46% | 0.01 CHF | 0.02 CHF | 350'000 | 350'000 | 346'011 | 346'011 | 4'293 CHF | 7'761 CHF | 100.00% | 100.00% |
08.05.2024 | 63.93% | 0.01 CHF | 0.02 CHF | 360'000 | 360'000 | 356'086 | 356'086 | 3'869 CHF | 7'436 CHF | 98.93% | 98.93% |
07.05.2024 | 56.52% | 0.01 CHF | 0.02 CHF | 360'000 | 360'000 | 349'706 | 349'706 | 4'535 CHF | 8'039 CHF | 99.66% | 99.66% |
06.05.2024 | 53.88% | 0.01 CHF | 0.02 CHF | 370'000 | 370'000 | 360'151 | 360'151 | 4'957 CHF | 8'563 CHF | 100.00% | 100.00% |
03.05.2024 | 53.46% | 0.01 CHF | 0.02 CHF | 370'000 | 370'000 | 360'878 | 360'878 | 5'017 CHF | 8'630 CHF | 100.00% | 100.00% |
02.05.2024 | 53.03% | 0.01 CHF | 0.02 CHF | 360'000 | 360'000 | 307'421 | 307'421 | 4'338 CHF | 7'416 CHF | 98.54% | 98.54% |