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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'000 CHF | 5'500 CHF | 98.92% | 98.92% |
24.05.2024 | 165.88% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'033 CHF | 5'517 CHF | 98.59% | 98.59% |
23.05.2024 | 96.14% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'537 CHF | 7'769 CHF | 95.85% | 95.85% |
22.05.2024 | 92.43% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 5'853 CHF | 7'926 CHF | 95.83% | 95.83% |
21.05.2024 | 110.14% | 0.00 CHF | 0.01 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 4'102 CHF | 7'051 CHF | 93.58% | 93.58% |
17.05.2024 | 58.71% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'190 CHF | 11'095 CHF | 99.18% | 99.18% |
16.05.2024 | 57.41% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 12'510 CHF | 11'255 CHF | 99.12% | 99.12% |
15.05.2024 | 55.32% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 13'115 CHF | 11'558 CHF | 99.71% | 99.71% |
14.05.2024 | 44.26% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 426'051 | 18'170 CHF | 11'880 CHF | 98.19% | 98.19% |
13.05.2024 | 51.88% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 494'547 | 14'409 CHF | 12'048 CHF | 98.56% | 98.56% |