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 | 156.71% | 0.00 CHF | 0.01 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 2'326 CHF | 2'310 CHF | 99.27% | 99.27% |
15.05.2024 | 139.39% | 0.00 CHF | 0.01 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 3'469 CHF | 2'463 CHF | 99.08% | 99.08% |
14.05.2024 | 83.52% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 10'568 CHF | 3'409 CHF | 99.27% | 99.27% |
13.05.2024 | 81.90% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 11'027 CHF | 3'470 CHF | 98.81% | 98.81% |
10.05.2024 | 48.03% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 24'047 CHF | 5'206 CHF | 99.27% | 99.27% |
08.05.2024 | 79.63% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 12'408 CHF | 3'654 CHF | 99.27% | 99.27% |
07.05.2024 | 44.48% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 26'395 CHF | 5'519 CHF | 99.27% | 99.27% |
06.05.2024 | 53.39% | 0.02 CHF | 0.03 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 21'242 CHF | 4'832 CHF | 99.27% | 99.27% |
03.05.2024 | 67.05% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 14'945 CHF | 3'993 CHF | 99.16% | 99.16% |
02.05.2024 | 87.01% | 0.01 CHF | 0.02 CHF | 1'500'000 | 200'000 | 1'500'000 | 200'000 | 9'836 CHF | 3'311 CHF | 99.19% | 99.19% |