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 | 67.70% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 599'186 | 599'186 | 5'933 CHF | 11'992 CHF | 100.00% | 100.00% |
15.05.2024 | 54.12% | 0.01 CHF | 0.02 CHF | 600'000 | 600'000 | 598'893 | 598'893 | 8'156 CHF | 14'156 CHF | 100.00% | 100.00% |
14.05.2024 | 43.75% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 10'763 CHF | 16'763 CHF | 100.00% | 100.00% |
13.05.2024 | 41.55% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 11'465 CHF | 17'465 CHF | 100.00% | 100.00% |
10.05.2024 | 39.01% | 0.02 CHF | 0.03 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 12'399 CHF | 18'399 CHF | 100.00% | 100.00% |
08.05.2024 | 32.05% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 599'766 | 599'766 | 15'734 CHF | 21'734 CHF | 99.63% | 99.63% |
07.05.2024 | 31.31% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 599'675 | 599'675 | 16'188 CHF | 22'188 CHF | 100.00% | 100.00% |
06.05.2024 | 32.26% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 15'617 CHF | 21'617 CHF | 100.00% | 100.00% |
03.05.2024 | 28.82% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 17'849 CHF | 23'849 CHF | 100.00% | 100.00% |
02.05.2024 | 26.85% | 0.03 CHF | 0.04 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 19'365 CHF | 25'365 CHF | 100.00% | 100.00% |