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 | 163.64% | 0.00 CHF | 0.02 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 600 CHF | 6'000 CHF | 84.52% | 97.92% |
15.05.2024 | 116.04% | 0.00 CHF | 0.02 CHF | 300'000 | 300'000 | 299'466 | 299'466 | 1'656 CHF | 5'998 CHF | 94.71% | 100.00% |
14.05.2024 | 53.58% | 0.01 CHF | 0.02 CHF | 300'000 | 300'000 | 226'654 | 226'654 | 4'466 CHF | 7'464 CHF | 99.97% | 99.97% |
13.05.2024 | 34.13% | 0.03 CHF | 0.04 CHF | 300'000 | 300'000 | 299'445 | 299'445 | 7'391 CHF | 10'389 CHF | 100.00% | 100.00% |
10.05.2024 | 27.57% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 299'444 | 299'444 | 9'511 CHF | 12'509 CHF | 100.00% | 100.00% |
08.05.2024 | 12.08% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 299'411 | 299'411 | 23'780 CHF | 26'778 CHF | 93.33% | 93.33% |
07.05.2024 | 9.92% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 299'089 | 299'089 | 29'036 CHF | 32'034 CHF | 99.44% | 99.44% |
06.05.2024 | 6.17% | 0.14 CHF | 0.15 CHF | 300'000 | 300'000 | 299'446 | 299'446 | 47'606 CHF | 50'604 CHF | 100.00% | 100.00% |
03.05.2024 | 4.59% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 263'590 | 263'590 | 88'271 CHF | 91'149 CHF | 99.96% | 99.96% |
02.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 260'000 | 260'000 | 259'504 | 259'504 | 140'008 CHF | 142'606 CHF | 99.30% | 99.30% |