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 | 52.88% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 46'720 | 46'720 | 661 CHF | 1'131 CHF | 100.00% | 100.00% |
15.05.2024 | 58.18% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 46'864 | 46'864 | 609 CHF | 1'080 CHF | 99.80% | 99.80% |
14.05.2024 | 60.16% | 0.01 CHF | 0.02 CHF | 100'000 | 100'000 | 46'810 | 46'810 | 553 CHF | 1'024 CHF | 100.00% | 100.00% |
13.05.2024 | 47.91% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 46'924 | 46'924 | 751 CHF | 1'222 CHF | 99.84% | 99.84% |
10.05.2024 | 51.72% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 46'855 | 46'855 | 730 CHF | 1'201 CHF | 100.00% | 100.00% |
08.05.2024 | 46.91% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 46'443 | 46'443 | 797 CHF | 1'264 CHF | 99.24% | 99.24% |
07.05.2024 | 46.58% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 46'604 | 46'604 | 791 CHF | 1'261 CHF | 100.00% | 100.00% |
06.05.2024 | 37.09% | 0.02 CHF | 0.03 CHF | 100'000 | 100'000 | 46'863 | 46'863 | 1'027 CHF | 1'498 CHF | 100.00% | 100.00% |
03.05.2024 | 32.44% | 0.03 CHF | 0.04 CHF | 100'000 | 100'000 | 46'817 | 46'817 | 1'226 CHF | 1'696 CHF | 99.73% | 99.73% |
02.05.2024 | 25.78% | 0.04 CHF | 0.05 CHF | 100'000 | 100'000 | 46'863 | 46'863 | 1'620 CHF | 2'091 CHF | 100.00% | 100.00% |