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 | 67.71% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 599'146 | 599'146 | 5'948 CHF | 12'019 CHF | 100.00% | 100.00% |
15.05.2024 | 60.54% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 598'914 | 598'914 | 6'942 CHF | 12'942 CHF | 100.00% | 100.00% |
14.05.2024 | 58.82% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 7'200 CHF | 13'200 CHF | 100.00% | 100.00% |
13.05.2024 | 53.26% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 8'278 CHF | 14'278 CHF | 100.00% | 100.00% |
10.05.2024 | 50.10% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 9'006 CHF | 15'006 CHF | 100.00% | 100.00% |
08.05.2024 | 43.53% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 599'765 | 599'765 | 10'788 CHF | 16'788 CHF | 99.29% | 99.29% |
07.05.2024 | 43.53% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 599'415 | 599'415 | 10'790 CHF | 16'790 CHF | 99.81% | 99.81% |
06.05.2024 | 40.98% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 11'663 CHF | 17'663 CHF | 100.00% | 100.00% |
03.05.2024 | 39.98% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 12'009 CHF | 18'009 CHF | 98.78% | 98.78% |
02.05.2024 | 41.18% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 11'593 CHF | 17'593 CHF | 100.00% | 100.00% |