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 | 98.68% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 257'801 | 257'801 | 1'761 CHF | 5'160 CHF | 100.00% | 100.00% |
15.05.2024 | 104.76% | 0.01 CHF | 0.02 CHF | 240'000 | 240'000 | 256'811 | 256'811 | 1'613 CHF | 5'143 CHF | 100.00% | 100.00% |
14.05.2024 | 80.25% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 259'854 | 259'854 | 2'229 CHF | 5'199 CHF | 100.00% | 100.00% |
13.05.2024 | 69.85% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 2'513 CHF | 5'200 CHF | 100.00% | 100.00% |
10.05.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 2'600 CHF | 5'200 CHF | 100.00% | 100.00% |
08.05.2024 | 58.81% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 3'123 CHF | 5'723 CHF | 99.25% | 99.25% |
07.05.2024 | 49.62% | 0.01 CHF | 0.02 CHF | 260'000 | 260'000 | 259'787 | 259'787 | 3'966 CHF | 6'566 CHF | 100.00% | 100.00% |
06.05.2024 | 45.64% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 4'409 CHF | 7'009 CHF | 100.00% | 100.00% |
03.05.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 5'237 CHF | 7'837 CHF | 99.99% | 99.99% |
02.05.2024 | 36.58% | 0.02 CHF | 0.03 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 5'813 CHF | 8'413 CHF | 100.00% | 100.00% |