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 | 101.79% | 0.04 CHF | 0.14 CHF | 40'000 | 40'000 | 39'940 | 39'940 | 2'020 CHF | 6'177 CHF | 99.99% | 99.99% |
15.05.2024 | 101.12% | 0.04 CHF | 0.15 CHF | 40'000 | 40'000 | 40'687 | 40'687 | 2'055 CHF | 6'243 CHF | 100.00% | 100.00% |
14.05.2024 | 112.62% | 0.03 CHF | 0.13 CHF | 50'000 | 50'000 | 49'971 | 49'971 | 1'922 CHF | 6'809 CHF | 100.00% | 100.00% |
13.05.2024 | 138.13% | 0.01 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 1'064 CHF | 5'703 CHF | 100.00% | 100.00% |
10.05.2024 | 129.52% | 0.03 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 1'290 CHF | 6'020 CHF | 100.00% | 100.00% |
08.05.2024 | 147.17% | 0.03 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 883 CHF | 5'400 CHF | 99.06% | 99.06% |
07.05.2024 | 129.84% | 0.03 CHF | 0.12 CHF | 50'000 | 50'000 | 49'916 | 49'916 | 1'265 CHF | 5'868 CHF | 100.00% | 100.00% |
06.05.2024 | 136.98% | 0.01 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 1'087 CHF | 5'594 CHF | 100.00% | 100.00% |
03.05.2024 | 108.90% | 0.03 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 1'921 CHF | 6'434 CHF | 100.00% | 100.00% |
02.05.2024 | 113.38% | 0.02 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 1'733 CHF | 6'054 CHF | 100.00% | 100.00% |