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 | 82.73% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 173'867 | 173'867 | 1'569 CHF | 3'519 CHF | 100.00% | 100.00% |
15.05.2024 | 60.77% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 174'401 | 174'401 | 1'963 CHF | 3'728 CHF | 100.00% | 100.00% |
14.05.2024 | 57.72% | 0.01 CHF | 0.02 CHF | 380'000 | 380'000 | 172'332 | 172'332 | 2'313 CHF | 4'047 CHF | 100.00% | 100.00% |
13.05.2024 | 83.06% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 174'691 | 174'691 | 1'542 CHF | 3'503 CHF | 100.00% | 100.00% |
10.05.2024 | 49.12% | 0.01 CHF | 0.02 CHF | 390'000 | 390'000 | 174'634 | 174'634 | 2'531 CHF | 4'285 CHF | 100.00% | 100.00% |
08.05.2024 | 42.36% | 0.02 CHF | 0.03 CHF | 380'000 | 380'000 | 171'073 | 171'073 | 3'141 CHF | 4'859 CHF | 99.13% | 99.13% |
07.05.2024 | 37.99% | 0.02 CHF | 0.03 CHF | 380'000 | 380'000 | 172'633 | 172'633 | 3'785 CHF | 5'522 CHF | 100.00% | 100.00% |
06.05.2024 | 45.51% | 0.02 CHF | 0.03 CHF | 390'000 | 390'000 | 174'637 | 174'637 | 3'069 CHF | 4'823 CHF | 100.00% | 100.00% |
03.05.2024 | 43.39% | 0.02 CHF | 0.03 CHF | 390'000 | 390'000 | 174'435 | 174'435 | 3'234 CHF | 4'988 CHF | 99.98% | 99.98% |
02.05.2024 | 53.47% | 0.02 CHF | 0.03 CHF | 390'000 | 390'000 | 174'667 | 174'667 | 2'585 CHF | 4'340 CHF | 99.99% | 99.99% |